<SEC-DOCUMENT>0001534254-16-000310.txt : 20160811
<SEC-HEADER>0001534254-16-000310.hdr.sgml : 20160811
<ACCEPTANCE-DATETIME>20160810173143
ACCESSION NUMBER:		0001534254-16-000310
CONFORMED SUBMISSION TYPE:	497
PUBLIC DOCUMENT COUNT:		3
FILED AS OF DATE:		20160811
DATE AS OF CHANGE:		20160810
EFFECTIVENESS DATE:		20160811

FILER:

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

	FILING VALUES:
		FORM TYPE:		497
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-203683
		FILM NUMBER:		161822347

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	C&#298;ON Investment Corp
		DATE OF NAME CHANGE:	20111104
</SEC-HEADER>
<DOCUMENT>
<TYPE>497
<SEQUENCE>1
<FILENAME>body.htm
<DESCRIPTION>PROSPECTUS SUPPLEMENT NO. 1
<TEXT>

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

<p align=right style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">File No. 333-203683</font></b></font></p>

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

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

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

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

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

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

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Supplement No.&nbsp;1&nbsp;dated&nbsp;August 10, 2016</font></font></p>

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

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Prospectus dated July 27, 2016</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This supplement contains information
that amends, supplements or modifies certain information contained in the
accompanying prospectus of C&#298;ON Investment Corporation dated July 27,
2016, as previously supplemented and&nbsp;amended&nbsp;(as so supplemented
and&nbsp;amended, the &#8220;Prospectus&#8221;). This supplement is part of, and should be
read in conjunction with, the Prospectus. The Prospectus has been filed with
the U.S. Securities and Exchange Commission, and is available free of charge at
www.sec.gov or by calling (877) 822-4276. Capitalized terms used in this
supplement have the same meanings as in the Prospectus, unless otherwise stated
herein.</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Before investing in shares
of our common stock, you should read carefully the Prospectus and this
supplement and consider carefully our investment objective, risks, charges and
expenses. You should also carefully consider the &#8220;Risk Factors&#8221; beginning on
page 33 of the Prospectus before you decide to invest in our common stock.</font></i></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our initial continuous public offering
ended on December 31, 2015 and our follow-on continuous public offering
commenced on January 25, 2016.&nbsp; Since commencing our initial continuous
public offering&nbsp;on July 2, 2012 and through August 5, 2016,&nbsp;we
received and accepted subscriptions in our offerings for&nbsp;98,879,197 shares
of our common stock at an average price per share of $10.28, for corresponding
gross proceeds of $1,016,656,099, including shares purchased by our affiliates
and shares repurchased pursuant to our share&nbsp;repurchase program&nbsp;but
excluding shares issued pursuant to and proceeds from our distribution reinvestment
plan, as amended and restated.</font></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On&nbsp;August 9, 2016, we increased our
public offering price from $9.90 per share to $9.95 per share, based on a net
offering price of $8.96 per share (net of selling commissions and dealer
manager fees), which closely approximates an estimated net asset value per
share of $8.91.&nbsp;This increase in the public offering price will become
effective on our&nbsp;August 10, 2016 weekly closing and will be first applied
to subscriptions received from August 3, 2016 through August 9, 2016. In
accordance with our previously disclosed share pricing policy, certain of our
directors determined that an&nbsp;increase in the public offering price per
share was warranted following an increase in our net asset value per share to
an amount that exceeds our then-current net offering price.</font></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Although we increased our public
offering price on August 9, 2016 from $9.90 per share to $9.95 per share, we
will maintain the amount of weekly cash distributions payable to shareholders
of $0.014067 per share resulting in an annual distribution rate of 7.35% (based
on the $9.95 per share public offering price).</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The determination of the tax attributes
of our distributions is made annually as of the end of our fiscal year based
upon our taxable income and distributions paid, in each case, for the full
year. Therefore, a determination as to the tax attributes of the distributions
made on a quarterly basis may not be representative of the actual tax
attributes for a full year. We intend to update shareholders quarterly with an
estimated percentage of our distributions that resulted from taxable ordinary
income. The actual tax characteristics of distributions to shareholders will be
reported to shareholders annually on a Form 1099-DIV. The payment of future
distributions on our common stock is subject to the discretion of the Board and
applicable legal restrictions, and therefore, there can be no assurance as to
the amount or timing of any such future distributions.</font></font></p>

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>


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


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<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We
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 support from ICON Investment Group, LLC (&#8220;IIG&#8221;) and
Apollo Investment Management, L.P. (&#8220;AIM&#8221;), which is subject to recoupment. To
date, distributions have not been paid from offering proceeds or
borrowings.&nbsp;To&nbsp;date, if expense&nbsp;support from IIG was not
supported, some or all of the distributions may have been a return of capital;
however, distributions have not included a return of capital as of the date
hereof.&nbsp;&nbsp;We have&nbsp;not established limits on the amount of
funds&nbsp;we may use from available sources to make
distributions.&nbsp;Through December 31, 2014, a portion of&nbsp;our
distributions resulted from expense support from IIG, and future distributions
may result from expense support from IIG and AIM, each of&nbsp;which is subject
to repayment by&nbsp;us&nbsp;within three years.&nbsp;The purpose of this
arrangement is to avoid such distributions being characterized as returns of
capital. Shareholders should understand that any such distributions are not
based on&nbsp;our investment performance, and can only be sustained if&nbsp;we
achieve positive investment performance in future periods and/or IIG and
AIM&nbsp;continue to provide such expense support. Shareholders should also
understand that&nbsp;our future repayments of expense support&nbsp;will reduce
the distributions that they would otherwise receive.&nbsp; 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.&nbsp; IIG and
AIM&nbsp;have no obligation to provide expense support to&nbsp;us in future
periods.</font></font></p>

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

<p align=center style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">FOR THE QUARTERLY PERIOD ENDED JUNE 30,
2016</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
August 10, 2016, we filed our Quarterly Report on Form 10-Q for the quarterly
period ended June 30, 2016 with the SEC, a copy of which is appended hereto.</font></font></p>

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<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:16.0pt;line-height:normal;">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;line-height:normal;">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;line-height:normal;">Washington,
D.C. 20549</font></b></p>

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<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;line-height:normal;">&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;line-height:normal;">FORM&nbsp;</font></b><b><font color=black face="Times New Roman,serif" style="font-size:16.0pt;line-height:normal;">10-Q&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;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table>


</div>


<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&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;line-height:normal;">[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;line-height:normal;">QUARTERLY 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;line-height:normal;">For the quarterly period ended</font><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> </font></b><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</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;line-height:normal;">OR</font></b></p>

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<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;line-height:normal;">[&#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;line-height:normal;">TRANSITION REPORT PURSUANT TO SECTION&nbsp;13 OR
  15(d)&nbsp;OF THE SECURITIES EXCHANGE ACT OF 1934</font></b></p>
  </td>
 </tr>
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</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;line-height:normal;">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;line-height:normal;">Commission File Number</font><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> </font></b><b><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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%;">
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  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=54% style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;line-height:normal;">C&#298;ON Investment Corporation</font></b></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:16.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=54% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Exact name of registrant as specified in its
  charter)</font></p>
  </td>
 <td valign=top width=23% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">(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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">(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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">&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;line-height:normal;">(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;line-height:normal;">&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;line-height:normal;">(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;line-height:normal;">&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;line-height:normal;">&nbsp;</font></p>

<div align=center>

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


</div>


<p style="margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">Indicate by check mark whether the
registrant has submitted </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">electronically&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> and posted on its corporate Website, if any, every
Interactive Data File required to be submitted and posted pursuant to Rule 405
of Regulation S-T (&#167;232.405 of this chapter) during the preceding 12 months (or
for such shorter period that the registrant was required to submit and post
such files).</font></p>

<p align=right style="margin:0in;margin-bottom:.0001pt;margin-top:5.0pt;text-align:right;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Yes [&#160; ] No [&#160; ]</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">Non-accelerated filer [x]</font><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;"> </font><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(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;line-height:normal;">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;line-height:normal;">Indicate by check mark whether the registrant is a
shell company (as defined in Rule&nbsp;12b-2 of the Exchange Act).&nbsp;&nbsp;</font></p>

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

<p style="margin:0in;margin-bottom:5.0pt;margin-left:0in;margin-right:0in;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The number of shares of the registrant&#8217;s common stock, $0.001 par value,
outstanding as of August 5, 2016 was 106,322,520. </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;line-height:normal;">&#160;&nbsp;</font></p>


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

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

<p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in 5.4pt 0in 5.4pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Page</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART I - FINANCIAL INFORMATION</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1. Financial Statements</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Balance Sheets</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#IS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Operations</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#NetAsset"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Changes in Net Assets</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#CashFlow"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Cash Flows</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Investments"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consolidated Schedules of Investments</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:28.1pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Notes"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notes to Consolidated Financial Statements</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#ItemTwo"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 2. Management&#8217;s Discussion and Analysis of Financial
  Condition and Results of Operations</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item3"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 3. Quantitative and Qualitative Disclosures About Market
  Risk</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">61</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item4"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 4. Controls and Procedures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART II &#8211; OTHER INFORMATION</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:46.1pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-31.5pt;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1. Legal Proceedings</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1A. Risk Factors</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 2. Unregistered Sales of Equity Securities and Use of
  Proceeds</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 3. Defaults Upon Senior Securities</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 4. Mine Safety Disclosures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;5. Other Information</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Exhibits"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;6. Exhibits</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Sigs"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Signatures</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66</font></p>
  </td>
 </tr>
</table></div>



<p style="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;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></p>








<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><a name=operations></a><a name="operations_bclEnd"></a></p>
<DIV bclFooter>


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


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

<DIV bclHeader>


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


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

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

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

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in
thousands, except share and per share amounts)</font></b></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31,</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=65% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Assets</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments, at fair value (amortized cost of $763,396 and
  $699,036, respectively)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">669,799</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,415</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,741</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Restricted cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,000</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due from counterparty(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">217,831</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">226,316</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable for common stock purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,459</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,978</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,973</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,496</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">50</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable due on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,576</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,175</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">920</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">243</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">978,014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">955,756</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Liabilities and
  Shareholders' Equity</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Liabilities</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Payable for investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,894</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,800</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accounts payable and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">947</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">692</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commissions payable for common stock purchased ($35 and $171 to
  C&#298;ON Securities, LLC, respectively)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">79</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">474</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,612</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,430</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">434</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">617</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accrued recoupment of expense support from IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">548</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">480</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due to IIG - offering, organizational and other costs(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unrealized depreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,601</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,900</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total liabilities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46,169</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">51,430</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commitments and contingencies (Note 4 and Note 11)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholders' Equity</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Common stock, $0.001 par value; 500,000,000 shares authorized; </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160;&#160; 106,020,384 and 103,814,361 shares issued and outstanding,
  respectively</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">106</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital in excess of par value</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">987,494</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">968,359</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Undistributed net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">474</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,598)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(29,237)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accumulated net realized loss from total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,030)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accumulated net unrealized depreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,601)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,900)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">931,845</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">904,326</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total liabilities and shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">978,014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">955,756</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=65% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value per share of common stock at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.79</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.71</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=65% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=65% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=65% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) See Note 7 for a discussion of the Company&#8217;s total return
  swap agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=65% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2) See Note 4 for a discussion of expense support from ICON Investment
  Group, LLC, or IIG, and recoupment of expense support.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=65% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3) See Note 2 for a discussion of offering, organizational and
  other costs submitted to the Company for reimbursement by IIG and its
  affiliates.</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">1</font></font></p>


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

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON In<a name=IS></a><a name="IS_bclEnd"></a>vestment Corporation</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Statements of
Operations</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:10.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and
per share amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="display:none;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td nowrap valign=bottom width=48% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=25% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></p>
  </td>
 <td valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment income</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,727</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,647</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,806</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,091</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fee and other income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">103</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">271</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">295</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">741</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,918</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,101</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,832</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,612</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,491</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,124</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,251</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">434</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">420</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">726</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">874</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains incentive fee(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(243)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,211</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,299</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,043</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,052</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,321</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">227</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total operating expenses </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,452</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,820</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,129</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,766</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support from IIG(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">548</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,592</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,429</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,412</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,796</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,195</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Net investment 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,506</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,305</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,637</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Realized and unrealized gains</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">707</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">575</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,244</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">967</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,639</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,431</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,249</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation (depreciation) on total
  return swap(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,907</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,250)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,299</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,799</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160; Total net realized and unrealized gains</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,107</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,232</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,248</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,927</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,937</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,738</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46,553</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,564</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.40</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.15</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.45</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.42</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted average shares of common stock outstanding</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104,835,705</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72,323,545</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104,396,643</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">65,668,608</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=48% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=48% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=12 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)&#160; See Note 2 and Note 4 for a discussion of the methodology
  employed by the Company in calculating the capital gains incentive fee.</font></p>
  </td>
 </tr>
<tr style="height:2.25pt;">
  <td nowrap valign=top width=48% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=12 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)&#160; See Note 10 for details of the Company's general and
  administrative expenses.</font></p>
  </td>
 </tr>
<tr style="height:2.25pt;">
  <td nowrap valign=top width=48% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=12 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)&#160; See Note 4 for a discussion of expense support from IIG and
  recoupment of expense support.</font></p>
  </td>
 </tr>
<tr style="height:2.25pt;">
  <td nowrap valign=top width=48% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=12 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)&#160; See Note 7 for a discussion of the Company&#8217;s total return
  swap agreement.</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">2</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_7"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investm<a name=NetAsset></a><a name="NetAsset_bclEnd"></a>ent Corporation</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Statements of Changes
in Net Assets</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and
per share amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="display:none;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from operations:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,305</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,637</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">575</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,639</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,431</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,299</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,799</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46,553</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,564</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from shareholders' distributions:(2)</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(20,831)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(6,637)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(16,225)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(13,853)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(416)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,269)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(699)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(575)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,656)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net decrease in net assets from shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(38,171)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(23,990)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Changes in net assets from capital share transactions:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Issuance of common stock, net of issuance costs of $736 and
  $21,967, respectively</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,998</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">221,494</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reinvestment of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,403</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,852</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,264)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(858)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from capital share
  transactions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,137</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">230,488</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total increase in net assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,519</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">234,062</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">496,389</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">931,845</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">730,451</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value per share of common stock at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.79</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.33</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares of common stock outstanding at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">106,020,384</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">78,325,613</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=68% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Undistributed (distributions in excess of) net investment income
  at end of period(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">474</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,656)</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=64% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=64% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=2 nowrap valign=top width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=64% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=7 valign=top width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">This table presents changes in net assets from shareholders'
  distributions on a GAAP basis. See Note 5 for a discussion of the sources of distributions
  paid by the Company.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=64% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=7 valign=top width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income represent
  certain expenses, which are not 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>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=7 valign=top width=98% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">During the six months ended June 30, 2016, the Company realized
  losses of $1,030, which are not currently deductible on a tax-basis.&#160; </font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">3</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_8"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><a name="CF_bclEnd"></a><a name="bclpage_0"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON
Investment Corporation</font></b></font></font></b></p>

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

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)<a name=CashFlow></a><a name="CashFlow_bclEnd"></a></font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="display:none;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(unaudited)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46,553</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,564</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Adjustments to reconcile net increase in net assets resulting
  from</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">operations to net cash used in operating activities:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net accretion of discount on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(836)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(451)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Proceeds from principal repayment of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">87,356</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,510</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Purchase of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(149,048)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(289,195)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Paid-in-kind interest</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(367)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in short term investments, net</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(13,201)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,330</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Proceeds from sale of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,415</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">55,801</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net 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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(699)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(575)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,639)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,431)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized appreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,299)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,799)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortization of deferred financing costs</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in due from counterparty(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,485</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(46,635)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in interest receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,824)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in receivable due on investments sold</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,446)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,209)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in receivable due on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(401)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,471)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(Increase) decrease in prepaid expenses and other assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(402)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(547)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in payable for investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,094</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,826</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accounts payable and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">255</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">166</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">182</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,461</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(183)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(151)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued recoupment of expense support
  from IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">68</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,592</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in 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 align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(400)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase (decrease) in accrued capital gains incentive fee on
  unrealized appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,211</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net cash used in operating activities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(16,956)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(230,227)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Financing activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Gross proceeds from issuance of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,193</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">244,920</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commissions and dealer manager fees paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,131)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(22,540)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,264)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(858)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholders' distributions paid(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(18,768)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,759)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Borrowings under revolving credit facility</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,000</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase in restricted cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,000)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Deferred financing costs paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(400)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(278)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net cash (used in) provided by financing activities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(14,370)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">232,485</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 13.5pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (decrease) increase in cash </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(31,326)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,258</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash, beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,741</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,474</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash, end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,415</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,732</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=3% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=69% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Supplemental non-cash financing activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cash paid for interest</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">101</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reinvestment of shareholders' distributions(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,403</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,852</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholders' distributions payable</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,379</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2) </font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 4 for a discussion of expense support from IIG and
  recoupment of expense support.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3) </font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 2 for a discussion of offering, organizational and
  other costs submitted to the Company for reimbursement by IIG and its
  affiliates.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 5 for a discussion of the sources of distributions paid
  by the Company.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="display:none;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></font></p>
  </td>
 </tr>
</table></div>










<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a name=SOI></a><a name="SOI_bclEnd"></a></p>
<DIV bclFooter>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">4</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_9"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><a name=Investments></a><a name="Investments_bclEnd"></a><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016<a name="SOI_0"></a><a name="SOI_0_bclEnd"></a></font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)<a name=SI></a><a name="SI_bclEnd"></a></font></b></font></font></b></p>


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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:21.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost(m)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt - 18.1%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Teleconferencing Services, Ltd., L+650, 1.00% LIBOR
  Floor, 12/8/2021</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,749</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,800</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,972</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ECI Acquisition Holdings, Inc., L+625, 1.00% LIBOR Floor,
  3/11/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,561</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,530</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,475</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,290</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,991</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,335</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ignite Restaurant Group, Inc., L+700, 1.00% LIBOR Floor,
  2/13/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,126</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,021</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,015</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,661</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,258</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,112</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Intertain Group Ltd., L+650, 1.00% LIBOR Floor, 4/8/2022(g)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,868</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,835</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,858</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,409</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nextech Systems, LLC, L+725, 1.00% LIBOR Floor, 6/22/2021</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,359</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,357</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,890</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,797</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,155</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Rimini Street, Inc., 15.00%, 6/24/2020(n)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,526</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,416</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,416</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Rimini Street, Inc., 15.00%, 6/24/2017</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,738</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,734</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SmartBear Software Inc., L+750, 1.00% LIBOR Floor, 12/30/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,824</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,472</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,636</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Smile Brands Group, Inc., L+775, 1.25% LIBOR Floor, 8/16/2019(n)</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,690</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,639</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,243</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings Borrower LP, 9.00%, 4/13/2023(h)(n)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">167</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">147</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,344</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,821</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,581</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Studio Movie Grill Holdings, LLC, L+725, 1.00% LIBOR Floor,
  9/10/2018(d)(k)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,096</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,063</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,096</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telestream Holdings Corp., L+950, 1.00% LIBOR Floor, 1/15/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,246</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,107</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,101</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,176</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,156</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">172,139</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">168,798</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt - 46.4%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=bottom width=17% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ABG Intermediate Holdings 2 LLC, L+850, 1.00% LIBOR Floor,
  5/27/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,666</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,340</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,059</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+875, 1.00% LIBOR Floor, 10/17/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,030</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,426</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,629</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+800, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,344</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,189</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,568</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services LLC, L+750, 1.00% LIBOR Floor,
  12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,700</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,671</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,663</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,825</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,855</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,842</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,791</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,740</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,558</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Concenta Inc., L+800, 1.00% LIBOR Floor, 6/1/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,662</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,657</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Confie Seguros Holding II Co., L+900, 1.25% LIBOR Floor,
  5/8/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,827</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,284</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,274</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+850, 1.00% LIBOR Floor, 6/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,445</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,259</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,585</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Drew Marine Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,455</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,882</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EISI LLC, L+850, 1.00% LIBOR Floor, 9/23/2020(k)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,734</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,200</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Elements Behavioral Health, Inc., L+1200, 1.00% LIBOR Floor,
  2/11/2020(n)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,337</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,300</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,536</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emerald 3 Ltd., L+700, 1.00% LIBOR Floor, 5/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,976</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,745</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Flexera Software LLC, L+700, 1.00% LIBOR Floor, 4/2/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,385</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,104</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,151</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Genex Holdings, Inc., L+775, 1.00% LIBOR Floor, 5/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,410</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,331</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,840</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Tel*Link Corp., L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,489</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,921</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+875, 1.00% LIBOR Floor,
  5/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,917</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,724</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,812</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Institutional Shareholder Services Inc., L+750, 1.00% LIBOR
  Floor, 4/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,781</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,624</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Kronos Inc., L+850, 1.25% LIBOR Floor, 4/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,738</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,725</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,791</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Landslide Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,822</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,584</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+850, 1.00% LIBOR Floor, 11/15/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,273</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,265</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,228</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,324</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,974</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mitchell International, Inc., L+750, 1.00% LIBOR Floor,
  10/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,909</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,443</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,928</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">MSC.Software Corp., L+750, 1.00% LIBOR Floor, 5/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,815</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,750</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">MWI Holdings, Inc., L+925, 1.00% LIBOR Floor, 12/28/2020(h)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,750</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,900</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,018</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,757</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+850, 1.00% LIBOR Floor, 7/31/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,249</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,133</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,065</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Patterson Medical Supply, Inc., L+775, 1.00% LIBOR Floor,
  8/28/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,375</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,297</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,469</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,480</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,140</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=37% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=99% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">See accompanying notes to
  consolidated financial statements.</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">5</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_10"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited) (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</font></b></font></font></b></p>


</DIV>
<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.25in;">
  <td colspan=2 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost(m)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+875, 1.00% LIBOR Floor, 8/21/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,723</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,737</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+850, 1.00% LIBOR Floor, 6/22/2022(h)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,344</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,438</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+825, 1.00% LIBOR Floor,
  12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,837</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,550</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">RP Crown Parent, LLC, L+1000, 1.25% LIBOR Floor, 12/21/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,771</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,169</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Securus Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor,
  4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,478</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,983</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SMG, L+825, 1.00% LIBOR Floor, 2/27/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,142</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,142</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,911</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sterling Midco Holdings, Inc., L+775, 1.00% LIBOR Floor,
  6/19/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,462</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,096</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">STG-Fairway Acquisitions, Inc., L+925, 1.00% LIBOR Floor,
  6/30/2023</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+900, 1.00% LIBOR Floor,
  12/16/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,745</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., 12.00%, 5/23/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,175</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,010</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,229</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications Management, LLC, L+800, 1.00% LIBOR Floor,
  10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,606</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,570</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,542</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMK Hawk Parent, Corp., L+750, 1.00% LIBOR Floor, 10/1/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,871</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,962</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+800, 1.00% LIBOR Floor, 12/29/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,812</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,850</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vestcom International, Inc., L+775, 1.00% LIBOR Floor,
  9/30/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,938</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,475</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Wand Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,877</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,360</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Winebow Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,823</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,524</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,413</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">445,402</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">431,875</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="background:white;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Debt - 4.3%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1A Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,025</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,940</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1X Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">610</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">617</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2014-1 Class Credit Linked
  Note, L+965, 5/15/2019(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,184</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,725</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Great Lakes CLO 2014-1, Ltd. Class E Notes, L+525,
  4/15/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,592</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,525</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,874</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,638</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JFIN CLO 2014, Ltd. Class E Notes, L+500, 4/20/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,336</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,782</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NXT Capital CLO 2014-1, LLC Class E Notes, L+550,
  4/23/2026(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,072</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,902</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="background:white;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Debt</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">44,416</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">40,288</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Equity -
  3.7%</font></b></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Anchorage Capital CLO 2012-1, Ltd. Subordinated Notes, 10.33%
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,007</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,372</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">APIDOS CLO XVI Subordinated Notes, 12.24% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,126</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,749</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CENT CLO 19 Ltd. Subordinated Notes, 11.80% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,124</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Dryden XXIII Senior Loan Fund Subordinated Notes, 10.78%
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,293</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,518</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Galaxy XV CLO Ltd. Class A Subordinated Notes, 12.45% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,559</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,114</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Subordinated Notes,
  12.80% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,726</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,382</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VIII, Ltd. Subordinated Loan,
  10.35% Estimated Yield, 2/2/2026(d)(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,980</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund IX, Ltd. Subordinated Notes,
  11.42% Estimated Yield, 10/18/2025(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,450</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,324</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund X, Ltd. Subordinated Notes,
  14.00% Estimated Yield, 7/24/2027(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,760</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,115</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,834</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Equity</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">34,397</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unsecured Debt -&#160; 3.0%</font></b></p>
  </td>
 <td valign=top width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alliant Holdings I, L.P., 8.25%, 8/1/2023</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,255</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,239</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,182</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,861</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,403</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,961</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,691</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,554</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,999</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap width=48% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Unsecured Debt</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">29,615</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">28,275</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=36% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">See accompanying notes to
  consolidated financial statements.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">6</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_11"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (unaudited) (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</font></b></font></font></b></p>


</DIV>
<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:18.75pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:18.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:18.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:18.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Number of Shares</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:18.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost(m)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:18.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:18.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Equity - 0.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings LP, Class A-II Units(l)</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">188</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">75</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">72</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=37% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings GP LLC, Units(l)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=17% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">188</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap width=38% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Equity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">75</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">72</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Short Term Investments - 3.5%(i)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=47% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">First American Treasury Obligations Fund, Class Z Shares,
  0.23%(j)(k)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32,093</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap width=38% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Short Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">32,093</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=2 nowrap width=38% style="background:#B7DEE8;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL INVESTMENTS - 79.0%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">763,396</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">735,798</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">OTHER ASSETS IN EXCESS OF LIABILITIES - 21.0%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">196,047</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NET ASSETS - 100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">931,845</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:23.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL RETURN SWAP - (3.0)%</font></b></p>
  </td>
 <td width=1% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Citibank TRS Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">689,708</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(27,601)</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=37% style="background:white;border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:4.5pt;">
  <td nowrap valign=bottom width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=24% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(a) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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, or CCSLF, the Company does not control and is not an
  affiliate of any of the portfolio companies in its investment portfolio. See
  Note 6 for a description of the Company's investment in CCSLF. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(b)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The 1, 3, and 6 month London Interbank Offered Rate, or LIBOR,
  rates were 0.47%, 0.65%, and 0.92%, respectively, as of June 30, 2016.&#160; The
  actual LIBOR rate for each loan listed may not be the applicable LIBOR rate
  as of June 30, 2016, as the loan may have been priced or repriced based on a
  LIBOR rate prior to or subsequent to June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(c) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(d)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">As discussed in Note 11, on June 30, 2016 and August 4, 2016,
  the Company was committed, upon the satisfaction of certain conditions, to
  fund an additional $1,119, $1,111, and $363 to ABG Intermediate Holdings 2
  LLC, Ivy Hill Middle Market Credit Fund VIII, Ltd., and Studio Movie Grill
  Holdings, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(e) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The CLO subordinated notes are considered equity positions in
  the CLO vehicles and are not rated. Equity investments are entitled to
  recurring distributions, which are generally equal to the remaining cash flow
  of the payments made by the underlying vehicle's securities less contractual
  payments to debt holders and expenses. The estimated yield indicated is based
  upon a current projection of the amount and timing of these recurring
  distributions and the estimated amount of repayment of principal upon
  termination. Such projections are periodically reviewed and adjusted, and the
  estimated yield may not ultimately be realized.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(f)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Great Lakes CLO 2014-1 Class E Notes, Ivy Hill Middle Market
  Credit Fund VII Class E Notes and NXT Capital CLO 2014-1 Class E Notes were
  rated Ba2 on Moody's credit scale as of June 30, 2016. JFIN CLO 2014 Class E
  Notes were rated BB on S&amp;P's credit scale as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(g)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The investment or a portion thereof 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 June 30, 2016, 89.5% of the
  Company&#8217;s total assets represented qualifying assets. In addition, as
  described in Note 7, the Company calculates its compliance with the
  qualifying asset test on a &#8220;look through&#8221; basis by treating each loan
  underlying the total return swap as either a qualifying asset or
  non-qualifying asset based on whether the obligor is an eligible portfolio
  company. On this basis, 86.9% of the Company&#8217;s total assets represented
  qualifying assets as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(h)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Position or portion thereof unsettled as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(i)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(j)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">7-day effective yield as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(k)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Security or a portion thereof was pledged as collateral
  supporting the amounts outstanding, if any, under the revolving credit
  facility with East West Bank as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(l)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Non-income producing security.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(m)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Represents amortized cost for debt securities and cost for
  equity investments.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(n)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">For the six months ended June 30, 2016, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Interest Amount</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Portfolio Company</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Elements Behavioral Health, Inc.</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior Secured Second Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">&#160;-&#160;&#160; &nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">13.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">13.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">333</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">333</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Rimini Street, Inc.</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">12.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">3.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">15.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">13</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">3</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">16</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Smile Brands Group, Inc.</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Senior Secured First Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">7.50%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1.50%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">156</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">31</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">187</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Southcross Holdings Borrower LP(o)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">3.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">5.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(o)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Prior to June 30, 2016, the underlying loan was assigned to the
  Company and removed from the TRS.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>










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


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">7</font></font></p>


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

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</font></b></font></font></b></p>


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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:19.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt - 11.5%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,962</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,957</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,933</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ECI Acquisition Holdings, Inc., L+625, 1.00% LIBOR Floor,
  3/11/2019(d)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,583</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,548</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,497</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">F+W Media, Inc., L+725, 1.25% LIBOR Floor, 6/30/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,414</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ignite Restaurant Group, Inc., L+700, 1.00% LIBOR Floor,
  2/13/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,510</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,522</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infogroup Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,743</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Intertain Group Ltd., L+650, 1.00% LIBOR Floor, 4/8/2022(g)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,956</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,963</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,248</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Panda Sherman Power, LLC, L+750, 1.50% LIBOR Floor, 9/14/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,243</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,215</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,840</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,945</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Smile Brands Group, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,623</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,630</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sprint Industrial Holdings, LLC, L+575, 1.25% LIBOR Floor,
  5/14/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,381</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Studio Movie Grill Holdings, LLC, L+725, 1.00% LIBOR Floor,
  9/10/2018(d)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,625</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,310</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,273</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,248</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">US Joiner Holding Company, L+600, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,568</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,572</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">104,187</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=38% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ABG Intermediate Holdings 2 LLC, L+850, 1.00% LIBOR Floor,
  5/27/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,788</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,721</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,623</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+875, 1.00% LIBOR Floor, 10/17/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,030</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,382</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,629</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+800, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,344</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,174</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,671</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services LLC, L+800, 1.00% LIBOR Floor,
  12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,700</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,669</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,672</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,075</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,104</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,052</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Blue Ribbon, LLC, L+825, 1.00% LIBOR Floor, 11/13/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,846</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">17,640</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">C.H.I. Overhead Doors, Inc., L+775, 1.00% LIBOR Floor, 7/31/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,580</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Concentra Inc., L+800, 1.00% LIBOR Floor, 6/1/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,659</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,657</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+850, 1.00% LIBOR Floor, 6/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,080</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Drew Marine Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,452</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,120</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EISI LLC, L+850, 1.00% LIBOR Floor, 9/23/2020(k)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,709</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,400</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Elements Behavioral Health, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,018</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,978</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,918</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emerald 3 Ltd., L+700, 1.00% LIBOR Floor, 5/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,850</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Flexera Software LLC, L+700, 1.00% LIBOR Floor, 4/2/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,385</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,081</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,834</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GCA Services Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Genex Holdings, Inc., L+775, 1.00% LIBOR Floor, 5/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,410</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,331</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,754</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Tel*Link Corp., L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+850, 1.00% LIBOR Floor, 11/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,960</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,806</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+875, 1.00% LIBOR Floor, 6/5/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,409</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,176</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,851</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+875, 1.00% LIBOR Floor,
  5/26/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,916</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,847</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,777</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,506</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Landslide Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,826</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,044</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+850, 1.00% LIBOR Floor, 11/15/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,273</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,264</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,103</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Learfield Communications, Inc., L+775, 1.00% LIBOR Floor,
  10/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,339</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,343</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,319</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,076</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mitchell International, Inc., L+750, 1.00% LIBOR Floor,
  10/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,509</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,491</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,190</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">MSC.Software Corp., L+750, 1.00% LIBOR Floor, 5/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,801</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,200</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc., L+875, 1.00% LIBOR Floor, 11/18/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,006</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,757</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+850, 1.00% LIBOR Floor, 7/31/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,249</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,129</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,187</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Patterson Medical Supply, Inc., L+775, 1.00% LIBOR Floor,
  8/28/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,370</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,230</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,469</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,481</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,304</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+875, 1.00% LIBOR Floor, 8/21/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,707</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,737</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+850, 1.00% LIBOR Floor, 6/22/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,843</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,837</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PODS, LLC, L+825, 1.00% LIBOR Floor, 2/2/2023</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,984</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,927</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,835</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+825, 1.00% LIBOR Floor,
  12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,824</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,450</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,746</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,128</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=37% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=99% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">See accompanying notes to
  consolidated financial statements.</font></p>
  </td>
 </tr>
</table></div>











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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">8</font></font></p>


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

<DIV bclHeader>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</font></b></font></font></b></p>


</DIV>
<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:.25in;">
  <td colspan=2 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Portfolio Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Principal/Par</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Securus Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor,
  4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SI Organization, Inc., L+800, 1.00% LIBOR Floor, 5/23/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,511</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,499</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,473</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SMG, L+825, 1.00% LIBOR Floor, 2/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,251</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Sterling Midco Holdings, Inc., L+775, 1.00% LIBOR Floor,
  6/19/2023</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,462</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,383</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">STG-Fairway Acquisitions, Inc., L+925, 1.00% LIBOR Floor,
  6/30/2023</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,855</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,600</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Surgery Center Holdings, Inc., L+750, 1.00% LIBOR Floor,
  11/3/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,675</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+900, 1.00% LIBOR Floor,
  12/16/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,729</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., 12.00%, 5/23/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,332</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,121</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,442</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications Management, LLC, L+800, 1.00% LIBOR Floor,
  10/30/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,606</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,566</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,566</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMK Hawk Parent, Corp., L+750, 1.00% LIBOR Floor, 10/1/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,865</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,850</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TransFirst Inc., L+800, 1.00% LIBOR Floor, 11/11/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,309</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,935</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Wand Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,160</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Winebow Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,823</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,054</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">468,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Debt - 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1A Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,029</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,940</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2013-1X Class Credit Linked
  Note, L+925, 4/17/2020(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">610</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">618</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2014-1 Class Credit Linked
  Note, L+965, 5/15/2019(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,238</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deutsche Bank AG Frankfurt CRAFT 2015-2 Class Credit Linked
  Note, L+925, 1/16/2022(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,190</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Great Lakes CLO 2014-1, Ltd. Class E Notes, L+525,
  4/15/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,568</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,950</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Class E Notes,
  L+565, 10/20/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,869</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,673</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JFIN CLO 2014, Ltd. Class E Notes, L+500, 4/20/2025(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,326</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,031</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">JPMorgan Chase Bank, N.A. Credit Linked Note, L+1225,
  12/20/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,940</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NXT Capital CLO 2014-1, LLC Class E Notes, L+550,
  4/23/2026(f)(g)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,051</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,109</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Debt</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">44,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Collateralized Securities and Structured Products - Equity -
  2.7%</font></b></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,209</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,480</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">APIDOS CLO XVI Subordinated Notes, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,238</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,578</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Dryden XXIII Senior Loan Fund Subordinated Notes, 16.00%
  Estimated Yield, 7/17/2023(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,077</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,626</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,178</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund VII, Ltd. Subordinated Notes,
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,416</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,931</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,202</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Ivy Hill Middle Market Credit Fund X, Ltd. Subordinated Notes,
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Collateralized Securities and Structured Products - Equity</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unsecured Debt -&#160; 3.0%</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alliant Holdings I, L.P., 8.25%, 8/1/2023</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,255</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,238</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,856</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,852</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,606</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=36% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Unsecured Debt</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=36% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">See accompanying notes to
  consolidated financial statements.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">9</font></font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_14"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation </font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidated Schedule of
Investments (continued)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-bidi-font-size:11.0pt;mso-fareast-font-family:Calibri;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands)</font></b></font></font></b></p>


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<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:19.5pt;">
  <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Short Term Investments - 2.1%(i)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=36% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">First American Treasury Obligations Fund, Class Z Shares(j)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Short Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL INVESTMENTS - 74.1%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">OTHER ASSETS IN EXCESS OF LIABILITIES - 25.9%</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">NET ASSETS - 100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">904,326</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td colspan=2 nowrap valign=bottom width=37% style="background:white;height:24.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOTAL RETURN SWAP - (3.9)%</font></b></p>
  </td>
 <td width=1% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Depreciation</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=36% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Citibank TRS Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:4.5pt;">
  <td nowrap valign=bottom width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=24% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(a) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">All of the Company&#8217;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. Except for
  CCSLF, 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 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(b)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The 1 and 3 month 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(c) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=3% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">As discussed in Note 11, the Company was committed, upon the
  satisfaction of certain conditions, to fund an additional $1,207, $1,069, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(e) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The CLO subordinated notes are considered equity positions in
  the CLO vehicles and are not rated. Equity investments are entitled to
  recurring distributions, which are generally equal to the remaining cash flow
  of the payments made by the underlying vehicle's securities less contractual
  payments to debt holders and expenses. The estimated yield indicated is based
  upon a current projection of the amount and timing of these recurring
  distributions and the estimated amount of repayment of principal upon
  termination. Such projections are periodically reviewed and adjusted, and the
  estimated yield may not ultimately be realized.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(f)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Great Lakes CLO 2014-1 Class E Notes, Ivy Hill Middle Market
  Credit Fund VII Class E Notes and NXT Capital CLO 2014-1 Class E Notes were
  rated Ba2 on Moody's credit scale as of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(g)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">The investment is not a qualifying asset under the 1940 Act. A
  business development company may not acquire any asset other than qualifying
  assets, unless, at the time the acquisition is made, qualifying assets
  represent at least 70% of the company&#8217;s total assets as defined under Section
  55 of the 1940 Act. As of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(h)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(i)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(j)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(k)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Security or a portion thereof was pledged as collateral
  supporting the amounts outstanding, if any, under the revolving credit
  facility with East West Bank as of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(l)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Interest Amount</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Portfolio Company</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">11.75%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">495</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">32</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">527</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">Smile Brands Group, Inc.</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">7.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">1.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">328</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">11</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">339</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(m)</font></p>
  </td>
 <td colspan=18 valign=bottom width=96% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>










<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Notes></a><a name="Notes_bclEnd"></a></p>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">10</font></font></p>


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

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation, or the Company, was incorporated
under the general corporation laws of the State of Maryland on August 9, 2011.
On December 17, 2012, the Company successfully raised gross proceeds from
unaffiliated outside investors of at least $2,500, or the minimum offering
requirement, and commenced operations. The Company is an externally managed,
non-diversified closed-end management investment company that has elected to be
regulated as a business development company, or BDC, under the 1940 Act. The
Company elected to be treated for federal income tax purposes as a regulated
investment company, or RIC, as defined under Subchapter M of the Internal
Revenue Code of 1986, as amended, or the Code. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company is managed by C&#298;ON Investment Management, LLC, or
CIM, a registered investment adviser and an affiliate of the Company. CIM
oversees the management of the Company&#8217;s activities and is responsible for
making investment decisions for the Company&#8217;s investment portfolio. The Company
and CIM have engaged Apollo Investment Management, L.P., or AIM, a subsidiary
of Apollo Global Management, LLC, or, together with its subsidiaries, Apollo, a
leading global alternative investment manager, to act as the Company&#8217;s
investment sub-adviser. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;On 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>

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

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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The accompanying unaudited consolidated financial statements of
the Company have been prepared in accordance with U.S. generally accepted
accounting principles, or GAAP, for interim financial information and pursuant to
the instructions for Form 10-Q and Article 10 of Regulation S-X. Accordingly,
they do not include all of the information and footnotes required by GAAP for
complete financial statements. In the opinion of management, all adjustments
(consisting of normal recurring adjustments) considered necessary for a fair
presentation have been included. For a more complete discussion of significant
accounting policies and certain other information, the Company&#8217;s interim
unaudited consolidated financial statements should be read in conjunction with
its audited consolidated financial statements as of December 31, 2015 and for
the year then ended included in the Company&#8217;s Annual Report on Form 10-K.
Operating results for interim periods are not necessarily indicative of the
results that may be expected for the full year ending December&nbsp;31, 2016.
The consolidated balance sheet and the consolidated schedule of investments as
of December&nbsp;31, 2015 are derived from the 2015 audited consolidated
financial statements and include the accounts of the Company&#8217;s wholly-owned
subsidiaries. The Company does not consolidate its interest in CCSLF. See Note
6 for a description of the Company&#8217;s investment in CCSLF.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company is considered an investment company as defined in
Accounting Standards Update Topic 946, </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Financial Services - Investment
Companies</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, or ASU 946. Accordingly, the required disclosures as outlined in
ASU 946 are included in the Company&#8217;s consolidated financial statements.</font></font></p>

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

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">In February 2015, the Financial Accounting Standard Board, or the
FASB, issued ASU 2015-02,&nbsp;</font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consolidation: Amendments to the
Consolidation Analysis</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, or ASU 2015-02, which amends the criteria for
determining which entities are considered variable interest entities, or VIEs,
amends the criteria for determining if a service provider possesses a variable
interest in a VIE and ends the deferral granted to investment companies for
application of the VIE consolidation model. This guidance was adopted by the
Company during the three months ended March 31, 2016, which did not have a
material impact on the Company&#8217;s consolidated financial statements. In
addition, no prior-period information was retrospectively adjusted as a result
of the adoption of ASU 2015-02.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">11</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="background:white;border:none;"><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In April 2015, the FASB issued ASU 2015-03,</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Interest - Imputation of Interest:
Simplifying the Presentation of Debt Issuance Costs</font></i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, or ASU 2015-03, which
requires that loan costs related to a recognized debt liability be presented in
the balance sheet as a direct deduction from the carrying amount of that debt
liability, consistent with debt discounts or premiums. ASU 2015-03 requires
retrospective application and represents a change in accounting principle.&#160; In
August 2015, the FASB issued ASU No. 2015-15,</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Interest
- Imputation of Interest: Presentation and Subsequent Measurement of Debt
Issuance Costs Associated with Line-of-Credit Arrangements</font></i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, 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.&nbsp;</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">This
guidance was adopted by the Company during the three months ended March 31,
2016</font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">. As a result, debt issuance costs of $366 are presented as
prepaid expenses and other assets in the consolidated balance sheet as of June
30, 2016 as the Company has no recognized debt liability. In addition, no
prior-period information was retrospectively adjusted as a result of the
adoption of this guidance.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="background:white;border:none;"><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In May 2015, the FASB issued ASU 2015-07</font><i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">,</font></i><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></i></font><font face="Times New Roman,serif" style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Disclosures for Investments
in Certain Entities That Calculate Net Asset Value per Share (or Its
Equivalent)</font></i><i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">,</font></i></font><font face="Times New Roman,serif" style="background:white;border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font><font face="Times New Roman,serif" style="background:white;border:none;"><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">or ASU
2015-07,</font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></i><font face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">which removes the
requirement to categorize within the fair value hierarchy all investments for
which fair value is measured using the net asset value per share practical
expedient.&nbsp; ASU 2015-07 requires retrospective application and represents
a change in accounting principle.&#160; This guidance was adopted by the Company
during the three months ended March 31, 2016, which </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">did
not have a material impact on the Company&#8217;s consolidated financial statements.
In addition, no prior-period information was retrospectively adjusted as a
result of the adoption of ASU 2015-07.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Short term investments include an investment in a U.S. Treasury
obligations fund, which seeks to provide current income and daily liquidity by
purchasing U.S. Treasury securities and repurchase agreements that are
collateralized by such securities. The Company had $32,093 and $18,892 of such
investments at June 30, 2016 and December 31, 2015, respectively, which are
included in investments, at fair value on the accompanying consolidated balance
sheets and on the consolidated schedules of investments.</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> &nbsp;</font></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Offering costs include,
among other things, legal fees and other costs pertaining to the preparation of
the Company&#8217;s registration 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 face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2014. </font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Organizational costs include, among other things, the cost of
organizing the Company as a Maryland corporation, including the cost of legal
services and other fees pertaining to the organization of the Company. All organizational
costs were funded by IIG and its affiliates and there was no liability for
these organizational costs to the Company until IIG and its affiliates
submitted such costs for reimbursement. The Company incurred these costs when
IIG and its affiliates submitted such costs for reimbursement during the year
ended December 31, 2014.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">12</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table
summarizes offering, organizational and other costs incurred by IIG and by the
Company from January 31, 2012 (Inception) through </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June
30, 2016</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, Organizational
  and Other Costs Incurred by IIG</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Organizational Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other Pre-Effective
  Costs(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
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  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
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<tr style="height:10.5pt;">
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
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<tr style="height:10.5pt;">
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></p>
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<tr style="height:10.5pt;">
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<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
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<tr style="height:10.5pt;">
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  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs submitted for reimbursement by IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(192)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,620)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(200)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,012)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Unreimbursed Costs at June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=67% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering, Organizational
  and Other Costs Incurred by the Company(3)</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Organizational Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Offering Costs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Other Pre-Effective
  Costs(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,787</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,787</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,026</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,026</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,397</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">429</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">429</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">279</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">279</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,948</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,948</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs reimbursed by the Company(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Costs Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,568</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,960</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs paid as of June 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,398</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,790</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Costs accrued as of June 30, 2016(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">170</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">170</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Costs Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,568</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,960</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=31% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG incurred all offering, organizational and other costs prior
  to the commencement of operations on December 17, 2012. Subsequent to the
  commencement of operations, the Company incurred all offering and
  organizational costs and such costs, including reimbursement of costs
  originally incurred by IIG, will not exceed 1.5% of the actual gross proceeds
  raised from the 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:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=31% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=13 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Of this amount, $1,000 of costs charged directly to equity were
  submitted for reimbursement by IIG on December 17, 2012.&#160; Of the remaining
  amount, $592 and $420 of costs charged directly to operating expense were submitted
  for reimbursement by IIG during the three months ended March 31, 2014 and
  December 31, 2014, respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=31% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=13 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unless otherwise noted, 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:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=31% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=13 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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. 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:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=31% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=13 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Of this amount, $54 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 June 30,
  2016.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">13</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_18"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company elected to be treated for federal income tax purposes as a RIC under
Subchapter M of the Code. To qualify and maintain qualification as a RIC, the
Company must, among other things, meet certain source of income and asset diversification
requirements and distribute to shareholders, for each taxable year, at least
90% of the Company&#8217;s &#8220;investment company taxable income&#8221;, which is generally
the Company&#8217;s net ordinary income plus the excess, if any, of realized net
short-term capital gains over realized net long-term capital losses. If the
Company continues to qualify as a RIC and continues to satisfy the annual
distribution requirement, the Company will not have to pay corporate level
federal income taxes on any income that the Company distributes to its
shareholders. The Company intends to make distributions in an amount sufficient
to maintain RIC status each year and to avoid any federal income taxes on
income. The Company will also be subject to nondeductible federal excise taxes
if the Company does not distribute at least 98.0% of net ordinary income, 98.2%
of capital gains, if any, and any recognized and undistributed income from
prior years for which it paid no federal income taxes.</font></font></p>

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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Book/tax differences relating to permanent differences are
reclassified among the Company&#8217;s capital accounts, as appropriate.
Additionally, the tax character of distributions is determined in accordance
with income tax regulations that may differ from GAAP (see Note 5). </font></font></p>

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
preparation of the consolidated financial statements in conformity with GAAP
requires the Company to make </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">estimates and assumptions that affect
the reported amounts of assets and liabilities at the date of the consolidated
financial statements and the reported amounts of revenues and expenses during
the reporting period. Actual results may materially differ from those estimates.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
fair value of the Company&#8217;s investments is determined quarterly in good faith
by the Company&#8217;s board of directors pursuant to its consistently applied
valuation procedures and valuation process in accordance with Accounting
Standards Codification Topic 820, Fair Value Measurements and Disclosure, or
ASC 820. ASC 820 defines fair value as the price that would be received from
the sale of an asset or paid to transfer a liability in an orderly transaction
between market participants at the measurement date. ASC 820 also establishes a
three-tier fair value hierarchy</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> that prioritizes and ranks
the level of market price observability of inputs used in measuring </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">investments
at fair value. Inputs used to measure these fair values are classified into the
following hierarchy:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Quoted prices in active markets for identical assets or
  liabilities, accessible by the Company at the measurement date.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Quoted prices for similar assets or liabilities in active
  markets, or quoted prices for identical or similar assets or liabilities in
  markets that are not active, or other observable inputs other than quoted
  prices.</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=7% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable inputs for the asset or liability. The inputs used
  in the determination of fair value may require significant management
  judgment or estimation. Such information may be the result of consensus
  pricing information or broker quotes that include a disclaimer that the
  broker would not be held to such a price in an actual transaction. The
  non-binding nature of consensus pricing and/or quotes accompanied by the
  disclaimer would result in classification as a Level 3 asset, assuming no
  additional corroborating evidence.</font></p>
  </td>
 </tr>
</table></div>




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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Market price observability is affected by a number of factors,
including the type of investment and the characteristics specific to the
investment. Investments with readily available active quoted prices or for
which fair value can be measured from actively quoted prices generally will
have a higher degree of market price observability and a lesser degree of
judgment used in measuring fair value.</font></font></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Based on the observability
of the inputs used in the valuation techniques, the Company is required to
provide disclosures on fair value measurements according to the fair value
hierarchy. The level in the fair value hierarchy for each fair value
measurement has been determined based on the lowest level of input that is
significant to the fair value measurement. Our assessment of the significance
of a particular input to the fair value measurement in its entirety requires
judgment and considers factors specific to each investment. The level assigned
to the investment valuations may not be indicative of the risk or liquidity
associated with investing in such investments. Because of the inherent
uncertainties of valuation, the values reflected in the financial statements may
differ materially from the value that would be received upon an actual sale of
such investments. </font></font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">In
addition, changes in the market environment and other events that may occur
over the life of the investments may cause the gains or losses that the Company
ultimately realizes on these investments to materially differ from the
valuations currently assigned.</font></p>

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

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s
investments, excluding short term investments,</font><font face=Calibri,sans-serif lang=EN-US style="font-size:9.0pt;line-height:normal;"> </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">consist
primarily of debt securities that are traded on a private over-the-counter
market for institutional investments. CIM attempts to obtain market quotations
from at least two brokers or dealers for each investment (if available,
otherwise from a principal market maker or a primary market dealer or other
independent pricing service). CIM utilizes mid-market pricing to determine fair
value unless a different point within the range is more representative. Because
of the private nature of this marketplace (meaning actual transactions are not
publicly reported), the Company believes that these valuation inputs result in
Level 3 classification within the fair value hierarchy.</font></p>

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notwithstanding the foregoing, if in the
reasonable judgment of CIM, the price of any investment held by the Company and
determined in the manner described above does not accurately reflect the fair
value of such investment, CIM will value such investment at a price that
reflects such investment&#8217;s fair value and report such change in the valuation
to the board of directors or its designee as soon as practicable. Investments
that carry certain restrictions on sale will typically be valued at a discount
from the public market value of the investment.</font></p>

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

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

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">i.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">Market comparable statistics and
public trading multiples discounted for illiquidity, minority ownership and
other factors for companies with similar characteristics.<br>
<br>
</font></p>

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">ii.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">Valuations implied by third-party
investments in the applicable portfolio companies.<br>
<br>
</font></p>

<p style="margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.75in;"><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">iii.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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;line-height:normal;">Discounted cash flow analysis,
including a terminal value or exit multiple.</font></p>

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

<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">other factors deemed applicable.</font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">15</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The discounted cash flow model deemed appropriate by CIM is
prepared for the applicable investments and reviewed by the Company&#8217;s valuation
committee consisting of senior management. Such models are prepared at least
quarterly or on an as needed basis. The model uses the estimated cash flow
projections for the underlying investments and an appropriate discount rate is
determined based on the latest financial information available for the
borrower, prevailing market trends, comparable analysis and other inputs. The
model, key assumptions, inputs, and results are reviewed by the Company&#8217;s
valuation committee with final approval from the board of directors.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Consistent with the Company&#8217;s valuation policy, the Company
evaluates the source of inputs, including any markets in which the Company&#8217;s
investments are trading, in determining fair value.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company periodically benchmarks the broker quotes from the
brokers or dealers against the actual prices at which the Company purchases and
sells its investments. Based on the results of the benchmark analysis and the
experience of the Company&#8217;s management in purchasing and selling these
investments, the Company believes that these quotes are reliable indicators of
fair value. The Company may also use other methods to determine fair value for
securities for which it cannot obtain market quotations through brokers or
dealers, including the use of an independent valuation firm. The Company&#8217;s
valuation committee and board of directors review and approve the valuation
determinations made with respect to these investments in a manner consistent
with the Company&#8217;s valuation process. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
value of the total return swap, or TRS, is primarily based on the increase or
decrease in the value of the loans underlying the TRS, as determined by the
Company. The loans underlying the TRS are valued in the same manner as loans
owned by the Company. As in all cases, the level in the fair value hierarchy
for each instrument is determined based on the lowest level of inputs that are
significant to the fair value measurement. The Company has classified the TRS
as Level 3 within the fair value hierarchy based on the lowest level of
significant inputs. For additional information on the TRS, see Note 7.</font></font></p>

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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Securities transactions are accounted for on the trade date. The
Company records interest and dividend income on an accrual basis beginning on
the trade settlement date or the ex-dividend date, respectively, to the extent
that the Company expects to collect such amounts. Loan origination fees,
original issue discounts, and market discounts/premiums are recorded and such
amounts are amortized as adjustments to interest income over the respective
term of the loan using the effective interest method. The Company records prepayment
premiums on loans and debt securities as interest income when it receives such
amounts. In addition, the Company may generate revenue in the form of
commitment, structuring or diligence fees, monitoring fees, fees for providing
managerial assistance and possibly consulting fees and performance-based fees.
Any such fees generated in connection with investments are recognized when
earned.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company may have investments in its investment portfolio that
contain a PIK interest provision. 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. For
additional information on investments that contain a PIK interest provision,
see the consolidated schedules of investments as of June 30, 2016 and December&nbsp;31,
2015</font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:11.0pt;line-height:normal;">.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Loans and debt securities, including
those that are individually identified as being impaired under Accounting
Standards Codification 310,</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">Receivables,
or ASC 310, are generally placed on non-accrual 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 non-accrual status is reversed</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">against interest income. Interest
income is recognized on non-accrual loans or debt securities only to the extent
received in cash. How&#173;ever, where there is doubt regarding the ultimate
collectibility of</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">principal, cash
receipts, whether designated as principal or interest, are thereafter applied
to reduce the carrying value of the loan or debt security. Loans or securities
are restored to accrual status only when interest and principal payments are
brought current and future payments are reasonably assured.</font></font></p>


<DIV bclFooter>


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


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company&#8217;s only derivative instrument is the TRS. The Company marks its
derivative to market through net change in unrealized appreciation
(depreciation) on total return swap in the consolidated statements of
operations. For additional information on the TRS, see Note 7.</font></font></p>

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

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

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

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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name="Notes_0"></a><a name="Notes_0_bclEnd"></a></p>
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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">17</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s initial continuous public offering commenced on July
2, 2012 and ended on December 31, 2015. The Company&#8217;s follow-on continuous
public offering commenced on January 25, 2016.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">summarizes
transactions with respect to shares of the Company&#8217;s common stock during the six
months ended June 30, 2016 and 2015:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
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  <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 valign=bottom width=64% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=30% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=31% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Gross shares/proceeds from the offering</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">914,192</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,734</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,550,656</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">243,461</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Reinvestment of distributions</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,238,407</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,403</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,047,563</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,852</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total gross shares/proceeds</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,152,599</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,137</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,598,219</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">253,313</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales commissions and dealer manager fees</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(736)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(21,967)</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net shares/proceeds</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,152,599</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,401</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,598,219</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">231,346</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=32% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Share repurchase program</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(946,576)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,264)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(91,235)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(858)</font></p>
  </td>
 </tr>
<tr style="height:15.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net shares/proceeds from share transactions</font></b></p>
  </td>
 <td nowrap valign=bottom width=4% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,206,023</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,137</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,506,984</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">230,488</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">During
the six months ended June 30, 2016 and 2015, the Company sold 3,152,599 and
24,598,219 shares, respectively, at an average price per share of $8.93 and
$10.30, respectively.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Since
commencing its initial continuous public offering on July 2, 2012 and through
June 30, 2016, the Company sold 106,020,384 shares of common stock for net
proceeds of $1,081,393 at an average price per share of $10.20. The net
proceeds include gross proceeds received from reinvested shareholder
distributions of $64,829, for which the Company issued 7,106,399 shares of
common stock, and gross proceeds paid for shares of common stock tendered for
repurchase of $15,846, for which the Company repurchased 1,758,036 shares of
common stock.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">During
the period from July 1, 2016 to August 5, 2016, the Company sold 415,028 shares
of common stock pursuant to its follow-on continuous public offering for gross
proceeds of $4,060 at an average price per share of $9.78. The Company also
received gross proceeds of $3,002 from reinvested shareholder distributions,
for which the Company issued 336,924 shares of common stock, and paid $3,968
for shares of common stock tendered for repurchase, for which the Company
repurchased 449,816 shares of common stock.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Since
commencing its initial continuous public offering on July 2, 2012 and through
August 5, 2016, the Company sold 106,322,520 shares of common stock for net
proceeds of $1,084,487 at an average price per share of $10.20. The net
proceeds include gross proceeds received from reinvested shareholder
distributions of $67,831, for which the Company issued 7,443,323 shares of
common stock, and gross proceeds paid for shares of common stock tendered for
repurchase of $19,814, for which the Company repurchased 2,207,852 shares of
common stock.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font 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;">To ensure that the offering price per share, net of sales
commissions and dealer manager fees, equaled or exceeded the net asset value
per share on each subscription closing date and distribution reinvestment date,
certain of the Company&#8217;s directors increased the offering price per share of
common stock on certain dates. 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, certain of the Company&#8217;s directors decreased the offering
price per share of common stock on certain dates.&nbsp;&nbsp;</font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">18</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The changes to our offering price per share since the
commencement of our initial continuous public offering and the associated
approval and effective dates of such changes were as follows:&nbsp;&nbsp;</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:15.0pt;">
  <td nowrap valign=bottom width=7% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Approval Date</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Effective Date</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">New Offering Price Per
  Share</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 28, 2012</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">January 2, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.04</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">January 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">February 1, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.13</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 14, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 18, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.19</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 15, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 16, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.24</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">August 15, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">August 16, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.32</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">February 4, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">February 5, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.45</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">October 6, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">October 7, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.20</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">November 24, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">November 25, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$10.05</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 22, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 23, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.95</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 8, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 9, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.40</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 15, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 16, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.45</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 22, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 23, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.50</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 29, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.55</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 5, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 6, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.60</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 26, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 27, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.65</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 3, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 4, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.70</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 10, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 11, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.75</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 31, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 1, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.80</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 19, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 20, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.85</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 26, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">July 27, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.90</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">August 9, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">August 10, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$9.95</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 currently offers to repurchase such
shares at a price equal to 90% of the offering price in effect on each date of
repurchase. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
November 2, 2015, the Company amended the terms of the quarterly share
repurchase program, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
January 22, 2016, the Company further amended the terms of the quarterly share
repurchase program, effective as of the Company&#8217;s quarterly repurchase offer
for the first quarter of 2016, which commenced in February 2016 and was
completed in April 2016. Under the further amended share repurchase program,
the Company 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

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


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">19</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">The following table summarizes the
share repurchases completed during the six months ended June 30, 2016:</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:23.25pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase Date</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares Repurchased</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of Shares Tendered
  That Were Repurchased</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchase Price Per Share</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aggregate Consideration
  for Repurchased Shares</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">January 4, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">272,148</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.96</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,437</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=18% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 6, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">674,428</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.64</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,827</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">946,576</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,264</font></p>
  </td>
 </tr>
<tr height=0>
  <td width=18% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 <td width=8% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=12% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=15% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=11% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=2% style="border:none;">&nbsp;</td>
 <td width=14% style="border:none;">&nbsp;</td>
 </tr>
</table></div>



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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and six months ended June 30, 2016 and 2015, fees
and other expenses incurred by the Company related to CIM and its affiliates
were as follows:</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:12.0pt;line-height:normal;">&#160;&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:23.25pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Entity&#160;&#160;&#160;&#160; </font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capacity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">C&#298;ON Securities, LLC</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer manager fees(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">242</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,972</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">257</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,223</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,612</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,491</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,124</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,251</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Incentive fees(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(243)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,211</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">ICON Capital, LLC</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services provider</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">434</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">420</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">726</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">874</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=14% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">IIG </font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">548</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,592</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,429</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,836</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,232</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,774</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,988</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=3 valign=top width=26% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to equity.</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amounts charged directly to operations.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company has entered into certain agreements with CIM&#8217;s affiliate, C&#298;ON Securities,
LLC, formerly known as ICON Securities, LLC, or C&#298;ON Securities, whereby
the Company pays certain fees and reimbursements. C&#298;ON Securities is
entitled to receive a 3% dealer manager fee from gross offering proceeds from
the sale of the Company&#8217;s shares. The selling dealers are entitled to receive a
sales commission of up to 7% of gross offering proceeds. Such costs are charged
against capital in excess of par value when incurred. Since commencing its initial
continuous public offering on July 2, 2012 and through August 5, 2016, the
Company paid or accrued sales commissions of $62,119 to the selling dealers and
dealer manager fees of $30,414 to C&#298;ON Securities.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company has entered into an investment advisory agreement with CIM. On 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. Pursuant to the investment advisory agreement, CIM is paid
an annual base management fee equal to 2.0% of the average value of the
Company&#8217;s gross assets, less cash and cash equivalents, and an incentive fee
based on the Company&#8217;s performance, as described below. The base management fee
is payable quarterly in arrears and is calculated based on the two most recently
completed calendar quarters. The incentive fee consists of two parts. The first
part, which is referred to as the subordinated incentive fee on income, is
calculated and payable quarterly in arrears based on &#8220;pre-incentive fee net
investment income&#8221; for the immediately preceding quarter and is subject to a
hurdle rate, measured quarterly and expressed as a rate of return on adjusted
capital, as defined in the investment advisory agreement, equal to 1.875% per
quarter, or an annualized rate of 7.5%. The second part of the incentive fee,
which is referred to as the incentive fee on capital gains, is described in
Note 2. Refer to Note 7 for a discussion of CIM&#8217;s entitlement to receive
incentive fees and the Company&#8217;s accrual of the incentive fee on capital gains
with respect to the TRS.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company accrues the capital gains incentive fee based on net realized gains and
net 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. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and six months ended </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2015</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, the Company recorded capital gains incentive fees of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">($243)
and $1,211, respectively, related to the change in unrealized (deprecation)
appreciation. For the three and six months ended June 30, 2016, the Company did
not record any capital gains incentive fees. As of June 30, 2016, the Company
had no liability for capital gains incentive fees.&#160; </font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">20</font></font></p>


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

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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&#8217;s entitlement to
receive payment of incentive fees and the Company&#8217;s accrual of the incentive
fee on capital gains with respect to the TRS. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company entered into an administration agreement with CIM&#8217;s
affiliate, ICON Capital, LLC, or ICON Capital, pursuant to which ICON Capital
furnishes the Company with administrative services including accounting,
investor relations and other administrative services necessary to conduct its
day-to-day operations. On 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. 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 face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Under the terms of the investment advisory agreement, CIM and
certain of its affiliates, which includes IIG, are entitled to receive
reimbursement of up to 1.5% of the gross proceeds raised until all offering and
organizational costs have been reimbursed. The Company&#8217;s payment of offering
and organizational costs will not exceed 1.5% of the actual gross proceeds
raised from the offerings (without giving effect to any potential expense
support from IIG and its affiliates). If the Company sells the maximum number
of shares at its latest public offering price of $9.95 per share, the Company
estimates that it may incur up to approximately $30,274 of expenses. With
respect to any 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.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">From inception through December 31, 2012, IIG and its affiliates
incurred offering, organizational and other pre-effective costs of $2,012. Of these
costs, $1,812 represented offering and organizational costs, all of which have
been submitted to the Company for reimbursement. The Company paid $450 in
October 2013, $550 in March 2014, $592 in May 2014 and $420 in March 2015.&#160; No
additional material offering, organizational or other pre-effective costs have
been incurred by IIG or its affiliates subsequent to December 31, 2012. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Reinvestment of shareholder distributions 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. As of June 30, 2016, the Company raised gross offering
proceeds of $1,032,410, of which it can pay up to $15,486 in offering and organizational
costs (which represents 1.5% of the actual gross offering proceeds raised).
Through June 30, 2016, the Company paid $8,790 of such costs, leaving an
additional $6,696 that can be paid. As of August 5, 2016, the Company raised
gross offering proceeds of $1,036,470, of which it can pay up to $15,547 in
offering and organizational costs (which represents 1.5% of the actual gross offering
proceeds raised). Through August 5, 2016, the Company paid $8,875 of such
costs, leaving an additional $6,672 that can be paid.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
January 30, 2013, the Company entered into the expense support and conditional
reimbursement agreement with IIG, whereby IIG agreed to provide expense support
to the Company 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. </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 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.
Commencing with the quarter beginning January 1, 2016, IIG and AIM each agrees
to provide expense support to the Company for 50% of its expenses as described
above.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For
the three and six months ended June 30, 2016 and 2015, the Company did not receive
any expense support from IIG or AIM.</font></font></p>


<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font 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;">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 support 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. 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, as defined, for the period when the expense support was provided; (ii)
in the period when reimbursement is sought, the annualized distribution rate
cannot fall below the annualized distribution rate for the period when the
expense support was provided; and (iii) the expense support can only be
reimbursed within three years from the date the expense support was provided. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Recoupment of expense support will be determined as appropriate to
meet the objectives of the second amended and restated expense support and
conditional reimbursement agreement. During the three and six months ended June
30, 2016, the Company recorded obligations to repay expense support from IIG of
$548 and $667, respectively. During the three and six months ended June 30,
2016, the Company repaid expense support to IIG of $119 and $599, respectively.
During the three and six months ended June 30, 2015, the Company recorded
obligations to repay expense support from IIG of $1,592 and $2,429,
respectively. During the three and six months ended June 30, 2015, the Company
repaid expense support to IIG of $837. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company
may or may not be requested to reimburse any remaining expense support in the
future.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company, 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 expense support
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 unreimbursed expense support funded by IIG
and AIM within three years of the date of termination. The specific amount of
expense support provided by IIG and AIM, if any, will be determined at the end
of each quarter. There can be no assurance that the second amended and restated
expense support and conditional reimbursement agreement will remain in effect
or that IIG and AIM will support any portion of the Company&#8217;s expenses in
future quarters.</font></font></p>

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

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

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Expense Support from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of Expense
  Support(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Annualized Distribution
  Rate for the Period(3)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Eligible for Reimbursement
  through</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.43%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border-bottom:double windowtext 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border-bottom:double windowtext 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border-bottom:double windowtext 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=16 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Operating expenses include all expenses borne by the Company,
  except for offering and organizational costs, base management fees, incentive
  fees, administrative services expenses, other general and administrative
  expenses owed to CIM and its affiliates, and interest expense. For the three
  months ended June 30, 2016, the ratio of operating expense to average net
  assets was 0.11%.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=16 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The Company did not declare any distributions during the three
  months ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=16 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Annualized Distribution Rate equals the annualized rate of
  distributions paid to shareholders based on the amount of the regular cash
  distributions paid immediately prior to the date the expense support payment
  obligation was incurred by IIG. Annualized Distribution Rate does not include
  special cash or stock distributions paid to shareholders. The Annualized
  Distribution Rate is calculated based on the maximum historical offering
  price at each record date.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=15% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=16 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of June 30, 2016, expense support recoupments of $548 were
  payable to IIG.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of June 30, 2016 and December 31,
2015, the total liability payable to CIM and its affiliates was $5,683 and
$5,735, respectively, which primarily related to fees earned by CIM during the
three months ended June 30, 2016 and December 31, 2015, respectively.</font></font></p>

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

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

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

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

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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company&#8217;s board of directors authorizes and declares on a monthly basis a weekly
distribution amount per share of common stock. During the year ended December
31, 2015 and the six months ended June 30, 2016, the Company&#8217;s board of
directors declared distributions for 52 and 26 record dates, respectively.
Declared distributions are paid monthly. </font></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table presents cash
distributions per share that were declared during the year ended December 31,
2015 and the six months ended June 30, 2016:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2015 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,767</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,223</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">September 30, 2015 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,517</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,761</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total distributions for the year ended December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7316</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57,268</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">March 31, 2016 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,004</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,167</font></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total distributions for the six months ended June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3658</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,171</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
June 14, 2016, the Company&#8217;s board of directors declared four weekly cash
distributions of $0.014067 per share, which were paid on July 27, 2016 to
shareholders of record on July 5, July 12, July 19, and July 26, 2016. On July
19, 2016, the Company&#8217;s board of directors declared five weekly cash
distributions of $0.014067 per share, payable on August 31, 2016 to
shareholders of record on August 2, August 9, August 16, August 23, and August
30, 2016.</font></font></p>

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

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


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">23</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On 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. Prior to the
Third Amended DRIP, cash distributions to participating shareholders were
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. 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) 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) 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.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
January 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.&#160; The Fourth Amended DRIP became
effective as of, and first applied to the reinvestment of cash distributions
paid on, March 30, 2016. Under the 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company may fund 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 support from IIG and AIM, which is subject
to recoupment. The Company has not established limits on the amount of funds it
may use from available sources to make distributions. Through December 31,
2014, a portion of the Company&#8217;s distributions resulted from expense support
from IIG, and future distributions may result from expense support from IIG and
AIM, each of which is subject to repayment by the Company within three years.
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 provide such expense support.
Shareholders should also understand that the Company&#8217;s future repayments of
expense support will reduce the distributions that they would otherwise
receive. 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. IIG and AIM have no obligation to provide expense support
to the Company in future periods.</font></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table reflects the sources
of cash distributions on a GAAP basis that the Company has declared on its
shares of common stock during the six months ended June 30, 2016 and 2015:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:21.75pt;">
  <td nowrap valign=bottom width=2% style="height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:21.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=15 valign=bottom width=63% style="border:none;border-bottom:solid black 1.0pt;height:21.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=31% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=31% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Source of Distribution</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1996</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,831</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1012</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,637</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1555</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,225</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">42.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2112</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,853</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain on TRS loan sales(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0040</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">416</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0193</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,269</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0067</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0088</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">575</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0253</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,656</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.9%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total distributions</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3658</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,171</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3658</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,990</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=43% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=9 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income represent
  certain expenses, which are not 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:4.5pt;">
  <td valign=top width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=43% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=9 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">During the six months ended June 30, 2016, the Company realized
  losses of $1,030, which are not currently deductible on a tax-basis.</font></p>
  </td>
 </tr>
</table></div>



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

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


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">24</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Income and capital gain distributions are determined
in accordance with the Code and federal tax regulations, which may differ from
amounts determined in accordance with GAAP. These book/tax differences, which
could be material, are primarily due to differing treatments of income and
gains on various investments held by the Company. Permanent book/tax
differences result in reclassifications to capital in excess of par value,
accumulated undistributed net investment income, accumulated undistributed
realized gain on investments, and accumulated undistributed realized gain on
total return swap. During 2015, permanent differences primarily due to the
treatment of TRS and non-deductible 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>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The determination of the tax attributes of the Company&#8217;s
distributions is made annually as of the end of the Company&#8217;s fiscal year based
upon the Company&#8217;s taxable income for the full year and distributions paid for
the full year. The tax characteristics of distributions to shareholders are
reported to shareholders annually on Form 1099-DIV. All distributions for 2015
were characterized as ordinary income distributions for federal income tax
purposes.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
tax components of accumulated earnings for the current year will be determined
at year end. As of December 31, 2015, the components of accumulated earnings on
a tax basis were as follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net unrealized depreciation on investments and total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B6DDE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(64,137)</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=62% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160; Total accumulated earnings</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(64,137)</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
June 30, 2016, the aggregate gross unrealized appreciation for all securities
in which there was an excess of value over tax cost was $4,855; the aggregate
gross unrealized depreciation for all securities in which there was an excess
of tax cost over value was $61,084; the net unrealized depreciation was $56,229;
and the aggregate cost of securities for Federal income tax purposes was
$764,426.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
December 31, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
composition of the Company&#8217;s investment portfolio as of June 30, 2016 and
December 31, 2015 at amortized cost and fair value was as follows:</font></font></p>

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

<div 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="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=34% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:20.25pt;">
  <td nowrap valign=bottom width=29% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">172,139</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">106,147</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.0%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">445,402</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">61.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">468,899</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">453,713</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69.7%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">44,416</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.4%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,184</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,604</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,615</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=29% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">731,303</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">680,144</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">650,907</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">763,396</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699,036</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">669,799</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Represents the original cost adjusted for the amortization of
  premiums and/or accretion of discounts, as applicable, for debt securities
  and cost for equity investments.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">C&#298;ON / Capitala Senior Loan Fund
I, LLC</font></i></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
June 24, 2015, the Company entered into a joint venture with Capitala Finance
Corp., or Capitala, to create CCSLF. CCSLF is expected to invest primarily in
senior secured loans. All portfolio and other material decisions regarding CCSLF
must be submitted to its board of managers, which is comprised of four members,
two of whom were selected by the Company and the other two were selected by Capitala.
Further, all portfolio and other material decisions require the affirmative
vote of at least one member from the Company and one member from Capitala. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company and Capitala have committed to provide an aggregate of up to $50,000 of
equity to CCSLF, with the Company providing up to $40,000 and Capitala
providing up to $10,000. &nbsp;In addition, CCSLF intends to obtain third party
asset-level financing.&nbsp;As of June 30, 2016 and 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 schedules of investments as of June 30, 2016 and
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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
Company has determined that CCSLF is an investment company under ASC 946. However,
in accordance with such guidance, the Company will generally not consolidate
its investment in a company other than a wholly owned investment company or a
controlled operating company whose business consists of providing services to
the Company. Accordingly, the Company does not consolidate CCSLF. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
August 4, 2016, the Company&#8217;s unfunded commitment to CCSLF was $40,000. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following
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 June
30, 2016 and 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:8.25pt;">
  <td nowrap valign=bottom width=29% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=34% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:21.0pt;">
  <td valign=bottom width=29% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">147,693</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">86,848</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">123,786</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">124,412</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74,685</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,648</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54,122</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.3%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,799</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.6%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,933</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,099</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,989</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,224</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,876</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,148</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,865</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,839</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,759</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,161</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,680</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,763</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,766</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,059</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,311</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,974</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,438</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,541</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,952</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.5%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,335</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,153</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.6%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,800</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,274</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,745</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,154</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=30% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=33% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:22.5pt;">
  <td valign=bottom width=30% style="background:white;border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Geographic Dispersion(1)</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">United States</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">626,437</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">89.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cayman Islands</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,342</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,258</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Germany</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,441</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Netherlands</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,882</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,120</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">United Kingdom</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,745</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=30% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Canada </font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,858</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,963</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=30% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=30% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=30% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=30% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The geographic dispersion is determined by the portfolio
  company's country of domicile.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
June 30, 2016 and December 31, 2015, there were no delinquent investments or
investments on non-accrual status.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company&#8217;s investment portfolio may contain senior secured
investments that are in the form of lines of credit, revolving credit
facilities, or unfunded commitments, which may require the Company to provide
funding when requested in accordance with the terms of the underlying
agreements. As of June 30, 2016 and </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">December 31, 2015</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, the Company&#8217;s unfunded commitments amounted to $102,593
and $43,404, respectively. As of August 4, 2016, the Company&#8217;s unfunded
commitments amounted to $45,093. &nbsp;Since
these commitments may expire without being drawn upon, unfunded commitments do
not necessarily represent future cash requirements or future earning assets for
the Company.&nbsp; Refer to Note 11
for further details on the Company&#8217;s unfunded commitments.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
December 17, 2012, the Company, through its wholly-owned subsidiary, Flatiron
Funding, LLC, or Flatiron, entered into a TRS with Citibank, N.A., or
Citibank.&#160; Effective December 9, 2013, Flatiron and Citibank amended the TRS
to, among other things, increase the maximum aggregate market value of the
portfolio of loans subject to the TRS (determined at the time each such loan
becomes subject to the TRS) from $150,000 to $225,000, and increase the
interest rate payable by Flatiron to Citibank with respect to each loan
included in the TRS by increasing the spread over the floating rate index
specified for each such loan from 1.25% to 1.35% per year. Flatiron and
Citibank further amended the TRS to increase the maximum aggregate market value
of the portfolio of loans subject to the TRS to $275,000 effective February 18,
2014, to $325,000 effective April 30, 2014, to $375,000 effective July 30,
2014, to $475,000 effective September 5, 2014, to $600,000 effective January
20, 2015, to $750,000 effective March 4, 2015 and to $800,000 effective March
22, 2016. 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. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">A TRS
is a contract in which one party agrees to make periodic payments to another
party based on the change in the market value of 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:normal;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">27</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The 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. Under
the terms of the TRS Agreement, each asset underlying the TRS constitutes a
separate total return swap transaction, although all calculations and payments
required to be made under the TRS Agreement are calculated and treated on an
aggregate basis, based upon all such transactions.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
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 $800,000. Flatiron is required to
initially cash collateralize a specified percentage of each loan (generally 25%
of the market value of such loan) included under the TRS in accordance with
margin requirements described in the TRS Agreement. Under the terms of the TRS,
Flatiron agreed not to draw upon, or post as collateral, such cash collateral
in respect of other financings or operating requirements prior to the
termination of the TRS. Neither the cash collateral required to be posted with
Citibank nor any other assets of Flatiron are available to pay the debts of the
Company.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Unless
otherwise specified, each individual loan must meet the obligation criteria
described in the TRS Agreement, which includes requirements that the loan 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 obligation criteria for
each loan 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 remove the underlying loan from the TRS either through a sale
negotiated by the Company or the price determined by Citibank. Citibank also
determines whether there has been a failure to satisfy the portfolio criteria
in the TRS, which includes limits on issuer and industry concentration as well
as Moody&#8217;s and S&amp;P credit metrics. 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.</font></font></p>

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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Citibank
may terminate the TRS on or after 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 $5,770 at June 30, 2016. Flatiron may also be required to pay a
minimum usage fee in connection with the TRS. As of June 30, 2016 and December
31, 2015, Flatiron owed Citibank a minimum usage fee of $7 and $4,
respectively.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
value of the TRS is based on the increase or decrease in the value of the loans
underlying the TRS, as determined by the Company. The loans underlying the TRS are
valued in the same manner as loans owned by the Company.&#160; As of June 30, 2016
and December 31, 2015, the fair value of the TRS was ($27,601) and ($34,900),
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 appreciation (depreciation) on total
return swap. As of June 30, 2016 and December 31, 2015, Flatiron had selected
85 and 90 underlying loans with a total notional amount of $689,708 and
$718,025, respectively. For the same periods, Flatiron posted $217,831 and
$226,316 in cash collateral held by Citibank (of which only $180,351 and $</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">187,802&nbsp;</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> was required to be posted), which is
reflected in due from counterparty on the Company&#8217;s consolidated balance
sheets. </font></font></p>


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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">28</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font 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;">Receivable due on total
return swap 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</font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">. As
of June 30, 2016 and December 31, 2015, the receivable due on total return swap
consisted of the following: </font></font></p>

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

<div 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=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=52% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,690</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,882</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=54% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,656)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,309)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net gain (loss) 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">542</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(398)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Receivable due on total return swap</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,576</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,175</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Realized
gains and losses on the TRS are composed of any gains or losses on loans
underlying the TRS as well as net interest and fees earned during the period. For
the three and six months ended June 30, 2016 and 2015, the net realized gain on
the TRS consisted of the following:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td nowrap valign=bottom width=35% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=35% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,621</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,955</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,267</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,369</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,589)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,509)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,042)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,515)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=35% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (loss) gain on TRS loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(783)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,069</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(614)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,268</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=35% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160; Net realized gain (1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,249</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=bottom width=97% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain is reflected in net realized gain on total
  return swap on the Company's consolidated statements of operations.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=97% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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
six months ended June 30, 2016, Flatiron was in compliance with all covenants
and reporting requirements.</font></font></p>

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

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

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

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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">During the period from July 1, 2016 to August 4, 2016, the
notional amount of TRS decreased from $689,708 to $511,305 primarily due to net
sales of underlying loans subject to the TRS of $178,894. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">29</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following is a summary of the underlying loans subject to the
TRS as of June 30, 2016:</font></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=38% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ABG Intermediate Holdings 2 LLC, L+450, 1.00% LIBOR Floor,
  5/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,454</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,423</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(31)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Academy, Ltd., L+400, 1.00% LIBOR Floor, 7/1/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,642</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,949</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(693)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+500, 1.00% LIBOR Floor, 10/18/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,785</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,805</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Albertson's LLC, L+375, 1.00% LIBOR Floor, 12/21/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,614</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,662</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">48</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,780</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,543</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(237)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alvogen Pharma US, Inc., L+500, 1.00% LIBOR Floor, 4/1/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,685</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,672</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(13)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Dental Partners, Inc., L+475, 1.00% LIBOR Floor,
  8/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,220</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,128</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(92)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Energy - Marcellus, LLC, L+425, 1.00% LIBOR Floor,
  8/4/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,254</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,277</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,977)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services, LLC, L+450, 1.00% LIBOR Floor,
  6/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,139</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,146</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AqGen Ascensus, Inc., L+450, 1.00% LIBOR Floor, 12/5/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,901</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,040</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">139</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aquilex, LLC, L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,810</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,733</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(77)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">At Home Holding III Inc., L+400, 1.00% LIBOR Floor, 6/3/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,532</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,539</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Avaya Inc., L+525, 1.00% LIBOR Floor, 5/29/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,630</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,529</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(4,101)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Azure Midstream Energy, LLC, L+650, 1.00% LIBOR Floor,
  11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,431</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,622</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(809)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Builders FirstSource Inc., L+500, 1.00% LIBOR Floor,
  7/29/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,176</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,233</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">57</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+675, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,039</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,516</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">477</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cast &amp; Crew Payroll, LLC , L+375, 1.00% LIBOR Floor,
  8/12/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,304</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,281</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(23)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,180</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,153</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(27)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Central Security Group, Inc., L+563, 1.00% LIBOR Floor,
  10/6/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,981</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,829</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(152)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Charming Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/24/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,017</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,647</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(2,370)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemstralia Pty Ltd., L+625, 1.00% LIBOR Floor, 2/28/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,985</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,948</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(37)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSC Holdings, LLC, L+400, 1.00% LIBOR Floor, 10/9/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">18,844</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,021</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">177</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSP Technologies North America, LLC, L+600, 1.00% LIBOR Floor,
  1/29/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,454</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,591</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">137</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CT Technologies Intermediate Holdings, Inc., L+425, 1.00% LIBOR
  Floor, 12/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,756</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,584</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(172)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DAE Aviation Holdings, Inc., L+425, 1.00% LIBOR Floor, 7/7/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,573</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">David's Bridal, Inc., L+400, 1.25% LIBOR Floor, 10/11/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,297</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,033</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(264)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DBRS, Inc., L+525, 1.00% LIBOR Floor, 3/4/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,939</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,931</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(8)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+400, 1.00% LIBOR Floor, 6/25/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,068</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,083</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diamond Resorts Corp., L+450, 1.00% LIBOR Floor, 5/9/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,585</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,588</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EIG Investors Corp., L+548, 1.00% LIBOR Floor, 11/9/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,719</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(79)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emmis Operating Company, L+600, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,447</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,336</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,111)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+475, 1.00% LIBOR Floor,
  4/28/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,211</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,891</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,320)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Cash Access, Inc., L+525, 1.00% LIBOR Floor, 12/18/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,595</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,955</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(640)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">HC Group Holdings III, Inc., L+500, 1.00% LIBOR Floor, 4/7/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,384</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,463</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">79</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healogics, Inc., L+425, 1.00% LIBOR Floor, 7/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,854</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,358</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(496)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hemisphere Media Holdings, LLC, L+400, 1.00% LIBOR Floor,
  7/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,857</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,815</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(42)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+500, 1.00% LIBOR Floor, 12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,150</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">150</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hyperion Insurance Group Ltd., L+450, 1.00% LIBOR Floor,
  4/29/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,551</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,439</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(112)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">IMG Worldwide Holdings, LLC, L+425, 1.00% LIBOR Floor, 5/6/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,289</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,407</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">118</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+425, 1.00% LIBOR Floor,
  5/27/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,955</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,994</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">39</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">inVentiv Health, Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,999</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,943</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(56)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,143</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,142</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">LTCG Holdings Corp., L+500, 1.00% LIBOR Floor, 6/6/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,882</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,586</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(296)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Murray Energy Corp., L+650, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,456</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,612</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(844)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc, L+475, 1.00% LIBOR Floor, 11/19/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,629</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,546</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(83)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nielsen &amp; Bainbridge, LLC, L+500, 1.00% LIBOR Floor,
  8/15/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,842</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,861</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Oasis Outsourcing Holdings, Inc., L+475, 1.00% LIBOR Floor,
  12/26/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,355</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,536</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">181</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+400, 1.00% LIBOR Floor, 7/29/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,404</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,441</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">37</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Opal Acquisition, Inc., L+400, 1.00% LIBOR Floor, 11/27/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,240</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,026</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,214)</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">30</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:27.0pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+425, 1.00% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,493</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,441</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(52)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+500, 1.00% LIBOR Floor, 8/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,637</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,662</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">25</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Photonis Technologies SAS, L+750, 1.00% LIBOR Floor,
  9/18/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,337</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,757</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(580)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+450, 1.00% LIBOR Floor, 12/22/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,859</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,854</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(5)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Polyconcept Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,662</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,651</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(11)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+475, 1.00% LIBOR Floor,
  12/5/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,876</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,771</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(105)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Riverbed Technology, Inc., L+400, 1.00% LIBOR Floor, 4/24/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,447</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19,485</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">38</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">RP Crown Parent, LLC, L+500, 1.00% LIBOR Floor, 12/21/2018</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,352</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,770</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(582)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Scientific Games International, Inc., L+500, 1.00% LIBOR Floor,
  10/1/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">21,321</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">21,392</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">71</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SESAC Holdco II LLC, L+425, 1.00% LIBOR Floor, 2/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,023</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,016</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(7)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,196</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,292</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">96</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SI Organization, Inc., L+475, 1.00% LIBOR Floor, 11/23/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,784</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,752</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(32)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Smile Brands Group, Inc., L+775, 1.25% LIBOR Floor, 8/16/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,671</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,065</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(606)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Steward Health Care System, LLC, L+550, 1.25% LIBOR Floor,
  4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,766</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,759</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(7)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">STG-Fairway Acquisitions, Inc., L+525, 1.00% LIBOR Floor,
  6/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">108</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Styrolution US Holding LLC, L+550, 1.00% LIBOR Floor, 11/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,899</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,984</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">85</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Surgery Center Holdings, Inc., L+425, 1.00% LIBOR Floor,
  11/3/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,434</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,526</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">92</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+500, 1.00% LIBOR Floor,
  12/16/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,821</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,861</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">40</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., L+600, 1.00% LIBOR Floor, 5/23/2020(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,910</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,190</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">280</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TIBCO Software Inc., L+550, 1.00% LIBOR Floor, 12/4/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16,913</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,923</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(990)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,214</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,190</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(24)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Travel Leaders Group, LLC, L+600, 1.00% LIBOR Floor, 12/7/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,321</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,285</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(36)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Farathane, LLC, L+475, 1.00% LIBOR Floor, 12/23/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,016</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,077</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">61</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+425, 1.00% LIBOR Floor, 12/30/2022</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,216</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,244</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">28</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">USS Parent Holdings Corp., L+450, 1.00% LIBOR Floor, 8/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,237</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,195</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(42)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vince, LLC, L+475, 1.00% LIBOR Floor, 11/27/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,124</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,070</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(54)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Western Dental Services, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,573</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,391</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(182)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">632,738</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">614,700</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(18,038)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">870</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">915</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">45</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Asurion, LLC, L+750, 1.00% LIBOR Floor, 3/3/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,772</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,635</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(137)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+825, 1.00% LIBOR Floor,
  4/28/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,750</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(5,048)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GOBP Holdings, Inc., L+825, 1.00% LIBOR Floor, 10/21/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,840</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(100)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,160</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(805)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex Carestream Finance LP, L+850, 1.00% LIBOR Floor, 12/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,600</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,408</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,192)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,050</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,240</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(810)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PFS Holding Corp., L+725, 1.00% LIBOR Floor, 1/31/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,973</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,574</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,399)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Securus Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor,
  4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,002</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">885</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(117)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">56,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">47,407</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(9,563)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">689,708</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">662,107</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(27,601)</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(a)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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 (d) 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(b)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">The 1, 3, and 6 month LIBOR rates were 0.47%, 0.65% and 0.92%,
  respectively, as of June 30, 2016. The actual LIBOR rate for each loan listed
  may not be the applicable LIBOR rate as of June 30, 2016, as the loan may
  have been priced or repriced based on a LIBOR rate prior to or subsequent to
  June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(c)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(d)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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
  June 30, 2016, 89.5% of the Company&#8217;s total assets represented qualifying
  assets. In addition, as described in this Note 7, the Company calculates its
  compliance with the qualifying asset test on a &#8220;look through&#8221; basis by
  treating each loan underlying the TRS as either a qualifying asset or
  non-qualifying asset based on whether the obligor is an eligible portfolio
  company. On this basis, 86.9% of the Company&#8217;s total assets represented
  qualifying assets as of June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(e)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">For the six months ended June 30, 2016, the following underlying
  loans 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">181</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">36</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">217</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings Borrower LP(f)</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=5% style="height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=5% style="height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=8% style="height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(f)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Prior to June 30, 2016, the underlying loan was assigned to the
  Company and removed from the TRS.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">31</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_36"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following is a summary of the underlying loans subject to the
TRS as 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:26.25pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ABG Intermediate Holdings 2 LLC, L+450, 1.00% LIBOR Floor,
  5/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,736</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,696</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Academy, Ltd., L+400, 1.00% LIBOR Floor, 7/1/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,254</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,954</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Access CIG, LLC, L+500, 1.00% LIBOR Floor, 10/18/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,816</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,625</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,656</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">31</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">ALM Media, LLC, L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,882</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Alvogen Pharma US, Inc., L+500, 1.00% LIBOR Floor, 4/1/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,053</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,709</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Dental Partners, Inc., L+475, 1.00% LIBOR Floor,
  8/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,282</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,359</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">77</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Energy - Marcellus, LLC, L+425, 1.00% LIBOR Floor,
  8/4/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,253</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,160</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(3,093)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">American Residential Services, LLC, L+450, 1.00% LIBOR Floor,
  6/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,211</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,174</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,915</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,923</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aquilex, LLC, L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,933</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">At Home Holding III Inc., L+400, 1.00% LIBOR Floor, 6/3/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,560</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,420</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Avaya Inc., L+525, 1.00% LIBOR Floor, 5/29/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Azure Midstream Energy, LLC, L+650, 1.00% LIBOR Floor,
  11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,431</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,448</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">BRG Sports, Inc., L+550, 1.00% LIBOR Floor, 4/15/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,690</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Builders FirstSource Inc., L+500, 1.00% LIBOR Floor,
  7/29/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,242</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,129</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(113)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Caraustar Industries, Inc., L+675, 1.25% LIBOR Floor, 5/1/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Cast &amp; Crew Payroll, LLC , L+375, 1.00% LIBOR Floor,
  8/12/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,311</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,294</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(17)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CDS U.S. Intermediate Holdings, Inc., L+400, 1.00% LIBOR Floor,
  7/8/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,958</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,857</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(101)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Central Security Group, Inc., L+525, 1.00% LIBOR Floor,
  10/6/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,047</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,778</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Charming Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/24/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,647</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,223</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,424)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemstralia Pty Ltd., L+625, 1.00% LIBOR Floor, 2/28/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,925</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(75)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSC Holdings, LLC, L+400, 1.00% LIBOR Floor, 10/9/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CSP Technologies North America, LLC, L+600, 1.00% LIBOR Floor,
  1/29/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,522</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,660</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">CT Technologies Intermediate Holdings, Inc., L+425, 1.00% LIBOR
  Floor, 12/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,537</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(294)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DAE Aviation Holdings, Inc., L+425, 1.00% LIBOR Floor, 7/7/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,591</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,579</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(12)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">David's Bridal, Inc., L+400, 1.25% LIBOR Floor, 10/11/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,808</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">DBRS, Inc., L+525, 1.00% LIBOR Floor, 3/4/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,005</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,087</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Deltek, Inc., L+400, 1.00% LIBOR Floor, 6/25/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,068</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,053</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Diamond Resorts Corp., L+450, 1.00% LIBOR Floor, 5/9/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,586</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,546</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">EIG Investors Corp., L+400, 1.00% LIBOR Floor, 11/9/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,846</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,803</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Emmis Operating Company, L+600, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,739</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,790</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+475, 1.00% LIBOR Floor,
  4/28/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,248</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,764</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,484)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Global Cash Access, Inc., L+525, 1.00% LIBOR Floor, 12/18/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">11,043</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,375</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GTCR Valor Companies, Inc., L+500, 1.00% LIBOR Floor, 5/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,918</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">20</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,471</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,459</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(12)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healogics, Inc., L+425, 1.00% LIBOR Floor, 7/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,993</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hemisphere Media Holdings, LLC, L+400, 1.00% LIBOR Floor,
  7/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,006</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,854</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hilex Poly Co. LLC, L+500, 1.00% LIBOR Floor, 12/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,296</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,366</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Hyperion Insurance Group Ltd., L+450, 1.00% LIBOR Floor,
  4/29/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,039</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,024</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">IMG Worldwide Holdings, LLC, L+425, 1.00% LIBOR Floor, 5/6/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,368</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,287</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Infiltrator Water Technologies, LLC, L+425, 1.00% LIBOR Floor,
  5/27/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,006</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">inVentiv Health, Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,890</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Lanyon Solutions, Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,120</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">LTCG Holdings Corp., L+500, 1.00% LIBOR Floor, 6/6/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,527</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Murray Energy Corp., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">723</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">752</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Murray Energy Corp., L+650, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,472</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,286</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,186)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Navex Global, Inc, L+475, 1.00% LIBOR Floor, 11/19/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,736</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,444</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Nielsen &amp; Bainbridge, LLC, L+500, 1.00% LIBOR Floor,
  8/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Oasis Outsourcing Holdings, Inc., L+475, 1.00% LIBOR Floor,
  12/26/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,392</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,428</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex TSG Holdings II Corp., L+400, 1.00% LIBOR Floor, 7/29/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,402</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Opal Acquisition, Inc., L+400, 1.00% LIBOR Floor, 11/27/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,361</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,724</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+425, 1.00% LIBOR Floor, 4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,622</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,554</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PetroChoice Holdings, Inc., L+500, 1.00% LIBOR Floor, 8/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,645</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,664</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">19</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:25.5pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Notional</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Unrealized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Appreciation /</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,564</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,396</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pike Corp., L+450, 1.00% LIBOR Floor, 12/22/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,205</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,194</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(11)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,547</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PSC Industrial Holdings Corp., L+475, 1.00% LIBOR Floor,
  12/5/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,901</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,888</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(13)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(20)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">15,431</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,127</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Scientific Games International, Inc., L+500, 1.00% LIBOR Floor,
  10/1/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,583)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SESAC Holdco II LLC, L+425, 1.00% LIBOR Floor, 2/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,998</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SG Acquisition, Inc., L+525, 1.00% LIBOR Floor, 8/19/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,624</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,485</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">SI Organization, Inc., L+475, 1.00% LIBOR Floor, 11/23/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,983</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">10,953</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(30)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,297</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,360)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Southcross Holdings Borrower LP, L+500, 1.00% LIBOR Floor,
  8/4/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,249</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">678</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Steward Health Care System, LLC, L+550, 1.25% LIBOR Floor,
  4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,760</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(57)</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,997</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Surgery Center Holdings, Inc., L+425, 1.00% LIBOR Floor,
  11/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,466</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,506</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Survey Sampling International, LLC, L+500, 1.00% LIBOR Floor,
  12/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,861</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,801</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TASC, Inc., L+600, 1.00% LIBOR Floor, 5/23/2020(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,114</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,291</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TIBCO Software Inc., L+550, 1.00% LIBOR Floor, 12/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,154)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TMFS Holdings, LLC, L+450, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,657</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">14,746</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">TOPPS Company, Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,307</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">2,254</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Travel Leaders Group, LLC, L+600, 1.00% LIBOR Floor, 12/7/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,473</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,429</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Farathane, LLC, L+575, 1.00% LIBOR Floor, 12/23/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,119</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">5,100</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">U.S. Renal Care, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,233</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,245</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">USS Parent Holdings Corp., L+475, 1.00% LIBOR Floor, 8/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Prime</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,305</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Vince, LLC, L+475, 1.00% LIBOR Floor, 11/27/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,124</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,031</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Western Dental Services, Inc., L+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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">661,055</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">634,597</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">AmWINS Group, LLC, L+850, 1.00% LIBOR Floor, 9/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">870</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">905</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Asurion, LLC, L+750, 1.00% LIBOR Floor, 3/3/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,772</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,796</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Evergreen Skills Lux S.&#192;.R.L., L+825, 1.00% LIBOR Floor,
  4/28/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">GOBP Holdings, Inc., L+825, 1.00% LIBOR Floor, 10/21/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Mergermarket USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">6,370</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Onex Carestream Finance LP, L+850, 1.00% LIBOR Floor, 12/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">13,600</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">12,119</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,481)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Pelican Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">8,050</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">7,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">PFS Holding Corp., L+725, 1.00% LIBOR Floor, 1/31/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">4,973</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3,548</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(1,425)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Securus Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor,
  4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">1,002</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">56,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">48,528</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(8,442)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">718,025</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(a)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(b)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(c)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(d)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">(e)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;line-height:normal;">(f)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">For the year ended December 31, 2015, the following underlying
  loan subject to the TRS contains 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=32% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=top width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">362</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">16</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">378</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">33</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

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

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

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On April 30, 2015,&nbsp;the Company entered into a revolving
credit facility, or the EWB Credit Facility, with East West Bank, or EWB. The
EWB Credit Facility provides for borrowings in an aggregate principal amount of
up to $40,000, subject to certain conditions, and the Company is required to
maintain $2,000 in a demand deposit account with EWB at all times. As of and
for the six months ended June 30, 2016, the Company was in compliance with all
covenants and reporting requirements under the EWB Credit Facility.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Advances under the EWB Credit Facility bear interest at a floating
rate equal to (i) the greater of 3.25% per year or the variable rate of
interest per year announced by EWB as its prime rate, which was 3.50% at June
30, 2016, 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 27,
2017. 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 investments in which the Company
has a beneficial interest, as updated from time to time.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 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. Prior to entering into the second amendment to the EWB Credit
Facility (as described below), these amended provisions were scheduled to
revert back to their original terms on July 31, 2016.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On April 21, 2016, the Company entered into the second amendment
to the EWB Credit Facility with EWB. Under the second amendment, the date after
which the amended provisions of the first amendment will revert back to their
original terms was extended from July 31, 2016 to September 30, 2016 and the
maturity date of the EWB Credit Facility was extended from April 29, 2016 to
April 27, 2017.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of August 5, 2016 and during the six months ended June 30,
2016, the Company had no outstanding borrowings under the EWB Credit Facility. </font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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
amortized to interest expense over the initial life of the EWB Credit Facility.
On April 21, 2016, the Company incurred additional costs of $200 in connection
with the second amendment to 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 pursuant to the second amendment. As of June 30, 2016,
$166 of such costs had yet to be amortized to interest expense.</font></font></p>

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

<p style="background:white;border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and six months ended June 30, 2016 and 2015, the
components of interest expense were as follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:22.5pt;">
  <td nowrap valign=bottom width=3% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;June 30, </font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160; June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortization of deferred financing costs</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">56</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Non-usage fee</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">51</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Stated interest expense</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">33</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total interest expense</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">227</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">34</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_39"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following table presents fair value measurements of the Company&#8217;s portfolio
investments and TRS as of June 30, 2016 and December 31, 2015, according to the
fair value hierarchy:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;text-decoration:none;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 1</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 2</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Level 3</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104,187</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">453,713</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,663</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,604</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,740</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=top width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total return swap</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,601)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,601)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,900)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,900)</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">676,104</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">708,197</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">616,007</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">634,899</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following tables provide a reconciliation of the beginning and ending balances
for investments that use Level 3 inputs for the three and six months ended June
30, 2016 and 2015:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.75pt;">
  <td nowrap valign=bottom width=2% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, March 31, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">125,948</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">440,958</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,739</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,793</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,603</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(36,508)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">617,533</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">51,374</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">50,939</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">112,388</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">70</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">637</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,249</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,956</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized (depreciation) appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(192)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,957</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,521</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,320</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,641</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,907</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,151</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">187</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">181</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">427</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,589)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(68,797)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(716)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,249)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(85,351)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,601)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">676,104</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in net unrealized (depreciation) appreciation on
  investments still held as of June 30, 2016(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(763)</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,200</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,521</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,320</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,641</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,073</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,989</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:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Included in net change in unrealized appreciation on investments
  in the consolidated statements of operations except where related to the
  total return swap, which is included in net change in unrealized appreciation
  (depreciation) on total return swap.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">35</font></font></p>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, December 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">104,187</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">453,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,604</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(34,900)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">616,007</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">81,793</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54,823</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,704</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">149,395</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">115</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">573</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,310</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized (depreciation) appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,381)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,659</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,430)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,321</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,473</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,299</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,938</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">353</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">366</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">55</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">836</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(16,269)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(79,259)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,528)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,715)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(15,611)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(115,382)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(27,601)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">676,104</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=19% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in net unrealized (depreciation) appreciation on
  investments still held as of June 30, 2016(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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,777)</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">223</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,430)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,321</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,473</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,757</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,564</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:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Included in net change in unrealized appreciation on investments
  in the consolidated statements of operations except where related to the
  total return swap, which is included in net change in unrealized appreciation
  (depreciation) on total return swap.</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=20 valign=bottom width=79% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, March 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80,663</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">297,458</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,247</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,284</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,640</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">434,292</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,127</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">98,026</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,751</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,263</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">173,667</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized (loss) gain</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(120)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(13)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">133</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized (depreciation) appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(415)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,461</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(50)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">167</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(196)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,250)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,283)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">93</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">247</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5,130)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,398)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,281)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(12,819)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(8,515)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(31,143)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, June 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102,218</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">393,641</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,724</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,926</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,396</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,610)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">583,295</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in net unrealized (depreciation) appreciation on
  investments still held as of June 30, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(416)</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,461</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(51)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">167</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(195)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,729)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,763)</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:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Included in net change in unrealized appreciation on investments
  in the consolidated statements of operations except where related to the
  total return swap, which is included in net change in unrealized appreciation
  (depreciation) on total return swap.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">36</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_41"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=20 valign=bottom width=79% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured First Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior Secured Second Lien
  Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized Securities
  and Structured Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beginning balance, December 31, 2014</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69,204</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">245,258</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,409)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">347,155</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">68,754</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">150,063</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,914</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,964</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">289,195</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain (loss)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">387</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,697</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized (depreciation) appreciation</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(122)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,411</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">206</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">132</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(196)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,799</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,230</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Accretion of discount</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">193</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">166</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">53</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">451</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(36,198)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,253)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,281)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(17,579)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(15,122)</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(74,433)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ending balance, June 30, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102,218</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">393,641</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,724</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,926</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,396</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1,610)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">583,295</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=21% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in net unrealized (depreciation) appreciation on
  investments still held as of June 30, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(122)</font></b></p>
  </td>
 <td valign=top width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,400</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">205</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">132</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(195)</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,817</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:white;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,237</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:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=32% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1) </font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Included in net change in unrealized appreciation on investments
  in the consolidated statements of operations except where related to the
  total return swap, which is included in net change in unrealized appreciation
  (depreciation) on total return swap.</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
valuation techniques and significant unobservable inputs used in recurring
Level 3 fair value measurements of investments as of June 30, 2016 and December
31, 2015 were as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td valign=bottom width=25% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation Techniques/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted Average(1)</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">132,396</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.0%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.9%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">36,402</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">256,957</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.6%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18.8%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.3%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">174,918</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.7%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.0%</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20.0%</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total return swap</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(9,135)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.1%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27.6%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(18,466)</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">676,104</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=11% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=12 valign=top width=98% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted average amounts are based on the estimated fair values.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">37</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td valign=bottom width=25% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation Techniques/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unobservable</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted Average(1)</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">58,715</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.2%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">233,616</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.7%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total return swap</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,991)</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Discount Rates</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.6%</font></p>
  </td>
 <td width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28.7%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(30,909)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">N/A</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td width=25% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">616,007</font></p>
  </td>
 <td width=1% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:5.25pt;">
  <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=12 valign=top width=98% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Weighted average amounts are based on the estimated fair values.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
significant unobservable inputs used in the fair value measurement of the
Company&#8217;s senior secured first lien debt, senior secured second lien debt,
collateralized securities and structured products, unsecured debt, equity, 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>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">General
and administrative expense consisted of the following items for the three and
six months ended June 30, 2016 and 2015:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=32% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">277</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">279</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">619</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">504</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">52</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">281</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">604</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">516</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">197</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">179</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">444</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">267</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">253</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">315</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">343</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">469</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">119</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">267</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">281</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">529</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">126</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">225</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">130</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">84</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">166</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">131</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Director fees and expenses</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">71</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">138</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">138</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">405</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">432</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">225</font></p>
  </td>
 <td nowrap width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">205</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td width=33% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></b></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,299</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,043</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,052</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,321</font></p>
  </td>
 </tr>
</table></div>



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

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

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

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


<DIV bclFooter>


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


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of June 30, 2016 and December 31, 2015, the
Company&#8217;s unfunded commitments were as follows:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unfunded Commitments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015(1)</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; CCSLF(2)(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,000</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Mitel Networks Corp.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; NexStar Broadcasting, Inc.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Recipe Acquisition Corp.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ABG Intermediate Holdings 2 LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,119</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,128</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Ivy Hill Middle Market Credit Fund VIII, Ltd.(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,111</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; Studio Movie Grill Holdings, LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">363</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,069</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;&#160; ECI Acquisition Holdings, Inc.</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,207</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=60% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">102,593</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,404</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=57% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=57% style="border:none;height:6.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unless otherwise noted, the funding criteria for these unfunded
  commitments had not been met at the date indicated.</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=top width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">See Note 6 for a further description of our investment in CCSLF.</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=top width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of August 4, 2016, the Company's unfunded commitments were to
  portfolio companies ABG Intermediate Holdings 2 LLC, Ivy Hill Middle Market
  Credit Fund VIII, Ltd., and Studio Movie Grill Holdings, LLC in the amount of
  $1,119, $1,111 and $363, respectively, and also included an unfunded commitment
  of $40,000 to CCSLF. In addition, subsequent to June 30, 2016, the Company
  entered into a $2,500 revolving loan commitment with Elemica Holdings, Inc.,
  which was unfunded as of August 4, 2016.</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=top width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=57% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">This unfunded commitment expired prior to August 4, 2016 without
  being funded.</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Unfunded commitments to provide funds to companies are not
recorded on the Company&#8217;s consolidated balance sheets. Since these commitments
may expire without being drawn upon, unfunded commitments do not necessarily
represent future cash requirements or future earning assets for the Company.&#160;
The Company intends to use cash on hand, short-term investments and other
liquid assets to fund these commitments should the need arise</font></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:10.0pt;line-height:normal;">.</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp; &nbsp;</font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For information on the companies to which the Company is committed
to fund additional amounts as of June 30, 2016 and December 31, 2015, refer to
the table above and the consolidated schedules of investments.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company 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. Specifically, the Company prepares detailed
analyses of the level of its unfunded commitments relative to its then
available liquidity on a daily basis. 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The Company does not include its unfunded capital commitment to
CCSLF as a senior security for the asset coverage ratio, as the capital
commitments cannot be drawn without an affirmative vote by one of the Company&#8217;s
representatives on CCSLF&#8217;s board of managers. </font></font></p>

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

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

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Fee income consists of
commitment fees and amendment fees. The following table summarizes the Company&#8217;s
fee income for the three and six months ended June 30, 2016 and 2015:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;June 30,</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;June 30, </font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Commitment fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">250</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">251</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">718</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=28% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amendment fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">44</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=28% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">103</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">271</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">295</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">741</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three and six months ended June 30, 2016 and 2015, all fee
income was non-recurring.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">39</font></font></p>


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

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following is a schedule of financial highlights as of and for the six months
ended June 30, 2016 and 2015:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of and for the</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">As of and for the</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Per share data:(1)</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=17% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value at beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.71</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.22</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Results of operations:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income(2)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.20</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.10</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain and net change in unrealized appreciation on
  investments(3)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.03</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.07</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain and net change in unrealized appreciation on
  total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.22</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.27</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from operations(3)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.45</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.44</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shareholder distributions:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions from net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.20)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.10)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions from net realized gains</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.17)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.24)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Distributions in excess of net investment income(4)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.03)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net decrease in net assets from shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.37)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(0.37)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital share transactions:</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Issuance of common stock above net asset value(5)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.04</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Repurchases of common stock(6)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net increase in net assets resulting from capital share
  transactions</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.04</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net asset value at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.79</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.33</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Shares of common stock outstanding at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">106,020,384</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">78,325,613</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investment return-net asset value(7)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.23%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.11%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">496,389</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net assets at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">931,845</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">730,451</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">905,479</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">611,683</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio/Supplemental data:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net investment income to average net assets(8)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.35%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.09%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of gross operating expenses to average net assets(9)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.52%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.32%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of expenses (before recoupment of expense support) to
  average net assets(10)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.45%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.92%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net expense recoupments to average net assets(11)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.07%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.40%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Ratio of net operating expenses to average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.52%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.32%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio turnover rate(12)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.09%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.34%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=63% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Asset coverage ratio(13)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.97</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.43</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=60% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=64% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The per share data for the six months ended June 30, 2016 and
  2015 was derived by using the weighted average shares of common stock
  outstanding during each period. </font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Net investment income per share includes expense recoupments to
  IIG of $0.01 and $0.04 per share for the six months ended June 30, 2016 and
  2015, respectively. There was no expense support from IIG or AIM for the six
  months ended June 30, 2016 or 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The amount shown for net realized gain and net change in unrealized
  appreciation on investments is the balancing figure derived from the other
  figures in the schedule. The amount shown at this caption for a share
  outstanding throughout the period may not agree with the change in the
  aggregate gains and losses in portfolio securities for the period because of
  the timing of sales and repurchases of the Company&#8217;s shares in relation to
  fluctuating market values for the portfolio. As a result, net increase in net
  assets resulting from operations in this schedule may vary from the
  consolidated statements of operations.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">40</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_45"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Notes to Consolidated
Financial Statements </font></b></font><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(unaudited)</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></font></font></b></p>

<p align=center style="border:none;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Times New Roman;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(in thousands, except share and per share
amounts)</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The continuous issuance of shares of common stock may cause an
  incremental increase in net asset value per share due to the sale of shares
  at the then prevailing public offering price and the receipt of net proceeds
  per share by the Company in excess of net asset value per share on each subscription
  closing date. The per share impact of the continuous issuance of shares of
  common stock was an increase to net asset value of less than $0.01 per share
  during the six months ended June 30, 2016.</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(6)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Repurchases of common stock may cause an incremental decrease in
  net asset value per share due to the repurchase of shares at a price in
  excess of net asset value per share on each repurchase date. The per share
  impact of repurchases of common stock was a decrease to net asset value of
  less than $0.01 per share during the six months ended June 30, 2016 and 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(7)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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 monthly cash distributions
  are reinvested in accordance with the Company's distribution reinvestment
  plan then in effect as described in Note 5. The total investment return-net
  asset value does not consider the effect of the sales load from the sale of
  the Company&#8217;s common stock. The total investment return-net asset value
  includes the effect of the issuance of shares at a net offering price that is
  greater than net asset value per share, which causes an increase in net asset
  value per share. Total returns covering less than a full year are not
  annualized.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(8)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Excluding the recoupment of expense support to IIG during the
  period, the ratio of net investment income to average net assets would have
  been 2.43% and 1.48% for the six months ended June 30, 2016 and 2015,
  respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(9)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Ratio of gross operating expenses to average net assets does not
  include expense support provided by IIG and/or AIM, if any.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(10)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">The ratio of gross expense recoupments to IIG to average net
  assets for the six months ended June 30, 2016 and 2015 was (0.07%) and
  (0.40%), respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(11)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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 recoupment, in the period in which recoupment is sought
  cannot exceed 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 six months ended June 30, 2016 and 2015, the ratio of gross operating
  expenses to average net assets, when considering recoupment to IIG, was 0.26%
  and 0.39%, respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(12)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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:3.0pt;">
  <td nowrap valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=64% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=top width=3% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">(13)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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 June 30, 2015 only), as senior securities.&#160; The
  Company does not include its unfunded capital commitment to CCSLF as a senior
  security for the asset coverage ratio, as the capital commitment cannot be
  drawn without an affirmative vote by one of the Company's representatives on
  CCSLF's board of managers.</font></p>
  </td>
 </tr>
</table></div>











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

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:27.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&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;line-height:normal;">The following discussion should be read in conjunction
with our unaudited consolidated financial statements and related notes
appearing elsewhere in this Quarterly Report on Form&nbsp;10-Q and the audited
consolidated financial statements and related notes included in our Annual
Report on Form 10-K for the year ended December 31, 2015. In addition to
historical information, the following discussion and other parts of this
Quarterly Report on Form&nbsp;10-Q contain forward-looking information that
involves risks and uncertainties. Amounts and percentages presented herein may
have been rounded for presentation and all dollar amounts, excluding share and
per share amounts, are presented in thousands unless otherwise noted.</font></p>

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

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

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

<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:6.0pt;line-height:normal;">&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our future operating
  results;</font></p>
  </td>
 </tr>
<tr style="height:10.35pt;">
  <td valign=top width=3% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our business prospects and the
  prospects of our portfolio companies;</font></p>
  </td>
 </tr>
<tr style="height:10.35pt;">
  <td valign=top width=3% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:10.35pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the impact of the investments
  that we expect to make;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the ability of our portfolio
  companies to achieve their objectives;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our current and expected
  financings and investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the adequacy of our cash
  resources, financing sources and working capital;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the use of borrowed money to
  finance a portion of our investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the timing of cash flows, if
  any, from the operations of our portfolio companies;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our contractual arrangements
  and relationships with third parties;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the actual and potential
  conflicts of interest with CIM and Apollo and their respective affiliates;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the ability of CIM and AIM to
  locate suitable investments for us and the ability of CIM to monitor and
  administer our investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the ability of CIM and AIM and
  their respective affiliates to attract and retain highly talented
  professionals;</font></p>
  </td>
 </tr>
<tr style="height:9.15pt;">
  <td valign=top width=3% style="height:9.15pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:9.15pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:9.15pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the dependence of our future
  success on the general economy and its impact on the industries in which we
  invest;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the effects of a changing
  interest rate environment;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our ability to source
  favorable private investments;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">our tax status;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the effect of changes to tax
  legislation and our tax position;</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the tax status of the
  companies in which we invest; and</font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">the timing and amount of
  distributions and dividends from the companies in which we invest.</font></p>
  </td>
 </tr>
</table></div>



<p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:6.0pt;line-height:normal;">&nbsp;</font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:6.0pt;line-height:normal;">&nbsp;</font></p>

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 <tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">changes in the economy; </font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">risks associated with possible
  disruption in our operations or the economy generally due to terrorism or
  natural disasters; and </font></p>
  </td>
 </tr>
<tr style="height:1.0pt;">
  <td valign=top width=3% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">&nbsp;</td>
 <td valign=top width=4% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#8226;</font></p>
  </td>
 <td valign=top width=93% style="height:1.0pt;padding:2.15pt 0in 2.15pt 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">future changes in laws or
  regulations and conditions in our operating areas. </font></p>
  </td>
 </tr>
</table></div>



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


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">42</font></font></p>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We have based
the forward-looking statements on information available to us on the date of
this Quarterly Report on Form 10-Q. Except as required by the federal
securities laws, we undertake no obligation to revise or update any
forward-looking statements, whether as a result of new information, future
events or otherwise. You are advised to review any additional disclosures that
we may make directly to you or through reports that we in the future may file
with the SEC, including annual reports on Form 10-K, quarterly reports on Form
10-Q and current reports on Form 8-K. The forward-looking statements contained
in this Quarterly Report on Form 10-Q are excluded from the safe harbor
protection provided by Section 27A of the Securities Act of 1933, as amended,
and Section 21E of the Securities Exchange Act of 1934, as amended.</font></font></p>

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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 face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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, unsecured debt, including corporate bonds and long-term
subordinated loans, referred to as mezzanine loans, and equity of private and
thinly traded U.S. middle-market companies. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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></font></p>

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

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

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

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

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

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

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

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

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

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

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

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


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


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<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Portfolio Investment Activity for the Three Months Ended June 30,
2016 and 2015</font></b></font></p>

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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table summarizes our
investment activity, excluding short term investments, for the three months
ended June 30, 2016 and 2015:</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.0pt;">
  <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=70% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&#160;June 30, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 valign=bottom width=34% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net Investment Activity</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Purchases and drawdowns</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">51,374</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,010</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57,384</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,127</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">165,728</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">192,855</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">50,939</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">50,939</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">98,026</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">98,026</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,500</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,500</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,751</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,751</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,263</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,263</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=27% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">171</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">246</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Sales and principal repayments</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(78,102)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(37,562)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(115,664)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(22,628)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(105,688)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(128,316)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net portfolio activity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,286</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(31,381)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,905</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">151,039</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,040</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">211,079</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following table summarizes the
composition of our investment portfolio at amortized cost and fair value and
our underlying TRS loans portfolio at notional amount and fair value as of June
30, 2016 and 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:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:27.0pt;">
  <td nowrap valign=bottom width=18% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notional Amount of
  Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of
  Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notional Amount(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:27.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">172,139</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">168,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">632,738</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">614,700</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">804,877</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">783,498</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57.4%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">445,402</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">431,875</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">61.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">56,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">47,407</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">502,372</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">479,282</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35.1%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">44,416</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">44,416</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">40,288</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,615</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,615</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,275</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">731,303</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">689,708</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">662,107</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,421,011</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,365,812</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">763,396</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">689,708</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">662,107</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,453,104</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,397,905</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Number of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">80</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">83</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">140(3)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Average annual EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$73.5 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=15% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$280.7 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$179.9 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Median annual EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$60.1 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=15% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$95.7 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$72.0 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=28% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Purchased at a weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">96.80%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">99.05%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97.88%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=bottom width=38% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Gross annual portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.72%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.46%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.14%</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=18% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 23
  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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">44</font></font></p>


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<DIV bclHeader>


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


</DIV>

<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=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notional Amount of
  Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of
  Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Notional Amount(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured first lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">106,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">661,055</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">767,202</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">55.4%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Senior secured second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">69.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">502,241</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Collateralized securities and structured products - equity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,398,169</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699,036</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">718,025</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,417,061</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,352,924</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=19% style="height:7.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Number of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">82</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">87</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">142(3)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Average annual EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$80.4 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$266.4 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$181.1 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Median annual EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$64.2 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$91.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=3 valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$74.9 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Purchased at a weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97.16%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">99.02%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">98.10%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=bottom width=39% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Gross annual portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.42%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.47%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Amortized cost represents the original cost adjusted for the
  amortization of premiums and/or accretion of discounts, as applicable, on 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments represent an investment in a fund that
  invests in highly liquid investments with average original maturity dates of
  three months or less.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(5)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following table summarizes the composition of our investment portfolio and our
underlying TRS loans portfolio by the type of interest rate as of June 30, 2016
and December 31, 2015, excluding short term investments of $32,093 and $18,892,
respectively:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Interest Rate Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Notional Amount of
  Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of
  Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Floating interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">632,647</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">611,026</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">86.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">689,708</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">662,107</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,322,355</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,273,133</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">93.2%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fixed interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">58,925</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">58,210</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">58,925</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">58,210</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Non-income producing equity</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">0.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">0.0%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Other income producing investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">39,656</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">34,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">731,303</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">689,708</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">662,107</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,421,011</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,365,812</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>




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


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:19.5pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Interest Rate Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Amortized</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investments Fair</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Investment</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Notional Amount of
  Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage&nbsp;of
  Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Amortized Cost/</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Floating interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">606,286</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">585,873</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">90.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">718,025</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">683,125</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,324,311</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,268,998</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">95.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Fixed interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">42,674</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">40,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">6.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">42,674</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">40,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">3.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Other income producing investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">24,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">24,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">680,144</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">650,907</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">718,025</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">683,125</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,398,169</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">1,334,032</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The following
table shows the 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 June 30, 2016 and December 31, 2015:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=73% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=25% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=22% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">147,693</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">75,507</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">223,200</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">123,786</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94,513</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">218,299</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,648</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">126,008</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">174,656</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74,685</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74,685</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">34,933</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,335</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">70,268</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.1%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,059</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,737</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66,796</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,759</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,599</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">65,358</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,876</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">30,435</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">60,311</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,865</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,500</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59,365</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,989</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,646</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">48,635</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.6%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,799</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">43,799</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,749</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,749</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,680</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,543</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,223</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,749</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,749</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,541</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,167</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,708</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,763</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,077</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,840</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,311</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,429</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,335</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,407</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">22,742</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,861</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,861</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,438</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,854</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,292</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,330</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,330</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,150</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,150</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,800</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,899</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,699</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,745</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,745</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,612</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,612</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">662,107</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,365,812</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=26% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,093</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=26% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">735,798</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">662,107</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,397,905</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>




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  <td nowrap valign=bottom width=24% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
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 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
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<tr style="height:12.0pt;">
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  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
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 <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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
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 </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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
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 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:25.5pt;">
  <td valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Industry Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Underlying</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Business</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">124,412</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">94,924</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">219,336</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Healthcare &amp; Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">54,122</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">121,889</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">176,011</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">High Tech Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">86,848</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">77,663</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">164,511</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66,267</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">66,267</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Chemicals, Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,161</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,270</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64,431</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Banking, Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,224</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,160</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">63,384</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Beverage, Food &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.7%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Construction &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,099</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,443</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">59,542</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Hotel, Gaming &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,839</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,079</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">58,918</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,623</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">49,276</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57,899</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,148</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">29,943</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">39,091</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Services: Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,154</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">25,003</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,157</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Forest Products &amp; Paper</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,697</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,697</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,627</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,740</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32,367</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,803</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">28,803</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,952</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,642</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,594</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Consumer Goods: Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,974</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">12,347</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">26,321</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,766</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,100</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,866</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Media: Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,153</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,287</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,440</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Containers, Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,851</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,366</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,217</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.5%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,677</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,194</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,871</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,975</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,975</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Energy: Oil &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,274</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,286</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,560</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Mining &amp; Metals</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,038</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,038</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Environmental Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">683,125</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,334,032</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=24% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Short term investments</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">683,125</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,352,924</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our investment portfolio may contain senior secured investments
that are in the form of lines of credit, revolving credit facilities, or
unfunded commitments, which may require us to provide funding when requested in
accordance with the terms of the underlying agreements. As of June 30, 2016 and
December 31, 2015, our unfunded commitments amounted to $102,593 and $43,404,
respectively. As of August 4, 2016, our unfunded commitments amounted to
$45,093. Since these commitments may expire without being drawn upon, unfunded
commitments do not necessarily represent future cash requirements or future
earning assets for us. For additional information on our unfunded commitments,
refer to Note 11 to our consolidated financial statements included in this
report.</font></font></p>


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


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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&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;line-height:normal;">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 rates the credit
risk of all investments on a scale of 1 to 5 no less frequently than quarterly.
This system is intended primarily to reflect the underlying risk of a portfolio
investment relative to our initial cost basis in respect of such portfolio
investment (i.e., at the time of acquisition), although it may also take into
account under certain circumstances the performance of the portfolio company&#8217;s
business, the collateral coverage of the investment and other relevant factors.</font></p>

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


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">48</font></font></p>


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


</DIV>
<p style="border:none;margin-bottom:12.0pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following table summarizes the composition of our investment portfolio and our
underlying TRS loans portfolio based on the 1 to 5 investment rating scale at
fair value as of June 30, 2016 and December 31, 2015, excluding short term
investments of $32,093 and $18,892, respectively:</font></font></p>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:22.5pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of Underlying
  TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">648,319</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">620,511</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">93.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,268,830</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">92.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">47,607</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31,680</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">79,287</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,779</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,639</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,418</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,277</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,277</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">703,705</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">662,107</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,365,812</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:22.5pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investments </font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value of Underlying
  TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage of Underlying
  TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">624,097</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">95.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">652,073</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">95.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,276,170</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">95.7%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">24,180</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.5%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,630</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,845</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,475</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">0.1%</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">650,907</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">683,125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,334,032</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
amount of the investment portfolio and underlying TRS loans in each rating
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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
August 4, 2016, our investment portfolio, excluding our short term investments
and TRS, consisted of interests in 81 portfolio companies (26% in senior
secured first lien debt, 60% 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), 4% in unsecured debt and less than 1% in
equity) with a total fair value of $726,317 with an average and median portfolio
company annual EBITDA of $68.8 million and $58.7 million, respectively, at
initial investment. As of August 4, 2016, investments in our portfolio,
excluding our short term investments and TRS, were purchased at a weighted
average price of 96.81% of par value. Our estimated gross annual portfolio
yield was 9.62% 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 six months ended June
30, 2016, our total investment return-net asset value was 5.23%. Total
investment return-net asset value does not represent and may be higher than an
actual investment return to shareholders because it excludes all sales
commissions and dealer manager fees. Total investment return-net asset value is
a measure of the change in total value for shareholders who held our common
stock at the beginning and end of the period, including distributions paid or
payable during the period, and is described further in Note 13 of our
consolidated financial statements.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
August 4, 2016, our only short term investment was an investment in a U.S.
Treasury Obligations Fund of $51,329.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Further,
as of&nbsp;August 4, 2016, through a TRS (described further in Note 7 of our
consolidated financial statements), we obtained the economic benefit of owning
investments in first and second lien senior secured floating-rate loans of 64
portfolio companies, down from 83 at June 30, 2016 due to net sales of
underlying loans subject to the TRS of $178,894.</font></font></p>

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


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">49</font></font></p>


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<DIV bclHeader>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Results of Operations for the Three Months Ended June 30, 2016 and
2015</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Our results of
operations for the three months ended June 30, 2016 and 2015 were as follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">17,830</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,918</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,000</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,412</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,830</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,506</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">707</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation on investments</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,244</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">967</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,249</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation (depreciation) on total
  return swap</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,907</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,250)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">41,937</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,738</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the three months ended June 30, 2016 and 2015, we generated
investment income of $17,830 and $11,918, respectively, consisting primarily of
interest income on investments in senior secured debt, collateralized
securities, structured products, and unsecured debt of 89 and 78 portfolio
companies held during each respective period. Our average investment portfolio
size, excluding short term investments and the TRS, increased $170,094, from
$508,779 for the three months ended June 30, 2015 to $678,873 for the three
months ended June 30, 2016, as we continued to deploy the net proceeds from our
follow-on continuous public offering. 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 three
months ended June 30, 2016 and 2015 is not representative of our stabilized or
future performance. Interest income earned by loans underlying the TRS is not
included in investment income in the consolidated statements of operations, but
rather it is recorded as part of net realized gain on total return swap.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
composition of our operating expenses for the three months ended June 30, 2016
and 2015 was as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4,612</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,491</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">434</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">420</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains incentive fee</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(243)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,299</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:white;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,043</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total operating expenses</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,452</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">5,820</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">548</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,592</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,000</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,412</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">50</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_55"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The composition of our general and
administrative expenses for the three months ended June 30, 2016 and 2015 was
as follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">277</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">279</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">253</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">315</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">197</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">179</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">126</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">64</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">119</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">267</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">84</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">72</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Director fees and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">71</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">74</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">52</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">281</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">405</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">117</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">107</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,299</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,043</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
affiliate, IIG, agreed to provide expense support to us commencing with the
quarter ended December 31, 2012 for certain expenses pursuant to the expense
support and conditional reimbursement agreement. On December 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 provide expense support to us for
50% of certain expenses pursuant to the second amended and restated expense
support and conditional reimbursement agreement. Refer to Note 4 to our
consolidated financial statements for further details about the second amended
and restated expense support and conditional reimbursement agreement and additional
disclosure regarding expense support from IIG.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For
the three months ended June 30, 2016, IIG recouped $548 of expense support made
during the three months ended December 31, 2014 in connection with the expense
support and conditional reimbursement agreement. For the three months ended June
30, 2015, IIG recouped $1,592 of expense support </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">made
during the three months ended June 30, 2013 and September 30, 2013 in
connection with the expense support and conditional reimbursement agreement</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">.&nbsp;</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Recoupment
of such support 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 IIG and AIM
for any expense support that may be received from IIG and AIM in the future.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">51</font></font></p>


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


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net investment income totaled $10,830 and $4,506 for the three months ended
June 30, 2016 and 2015, 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
continuous public offerings.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net realized gain on investments totaled $707 for the three months ended June
30, 2016. We had no net realized gains on investments during the three months
ended June 30, 2015. The increase in net realized gain on investments was
mainly due to an increase in principal repayment activity during the three
months ended June 30, 2016 compared to the three months ended June 30, 2015.
During the three months ended June 30, 2016, we received sale proceeds of
$1,495 and principal repayments of $76,607, resulting in net realized gains of
$707. For the three months ended June 30, 2015, we received sale proceeds of
$20,236 and principal repayments of $2,392, which resulted in no net gains or
losses.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
net change in unrealized appreciation on our investments totaled $14,244 and
$967 for the three months ended June 30, 2016 and 2015, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This change was driven primarily by an increase in the
average size of our investment portfolio and improving conditions in the
leveraged loan market for the three months ended June 30, 2016&nbsp;compared to the three months ended June 30, 2015</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">.
&nbsp;</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net realized gain on the TRS totaled $7,249 and $8,515 for the three months
ended June 30, 2016 and 2015, respectively. The components of net realized gain
on the TRS are summarized below:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=6 valign=bottom width=40% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,621</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,955</font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(3,589)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2,509)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (loss) gain on TRS loan sales</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(783)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,069</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,249</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,515</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The net
change in unrealized appreciation (depreciation) on the TRS totaled $8,907 and ($3,250)
for the three months ended June 30, 2016 and 2015, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This change was driven primarily by (i) an increase in the
average size of the TRS for the three months ended June 30, 2016&nbsp;compared to the three months ended June 30, 2015 and
(ii) a greater degree of credit spread tightening for broadly syndicated loans
during the three months ended </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;compared to the
three months ended June 30, 2015.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For
the three months ended June 30, 2016 and 2015, we recorded a net increase in
net assets resulting from operations of $41,937 and $10,738, respectively, as a
result of our operating activity for the respective periods. </font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">52</font></font></p>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Results of Operations for the Six Months Ended June 30, 2016 and
2015</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; Our results of
operations for the six months ended June 30, 2016 and 2015 were as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">35,101</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,832</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,796</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,195</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,305</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,637</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on investments</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">575</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation on investments</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,639</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,431</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net realized gain on total return swap</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net change in unrealized appreciation on total return swap</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,299</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,799</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">46,553</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">27,564</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For the six months ended June 30, 2016 and 2015, we generated
investment income of $35,101 and $20,832, respectively, consisting primarily of
interest income on investments in senior secured debt, collateralized securities,
structured products, and unsecured debt of 94 and 78 portfolio companies held during
each respective period. Our average investment portfolio size, excluding short
term investments and the TRS, increased $209,071, from $468,235 for the six
months ended June 30, 2015 to $677,306 for the six months ended June 30, 2016,
as we continued to deploy the net proceeds from our follow-on continuous public
offering. 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 six months ended June 30, 2016 and 2015
is not representative of our stabilized or future performance. Interest income
earned by loans underlying the TRS is not included in investment income in the
consolidated statements of operations, but rather it is recorded as part of net
realized gain on total return swap.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
composition of our operating expenses for the six months ended June 30, 2016
and 2015 was as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">9,124</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">6,251</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">726</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">874</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains incentive fee</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,211</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,052</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,321</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest expense</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">227</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">109</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total operating expenses</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,129</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">11,766</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Recoupment of expense support from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2,429</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">13,796</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,195</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">53</font></font></p>


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</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">

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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The composition of our general and
administrative expenses for the six months ended June 30, 2016 and 2015 was as
follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Transfer agent expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">619</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">504</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Professional fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">604</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">516</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dues and subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">444</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">267</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Printing and marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">343</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">469</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Due diligence fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">281</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">529</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Valuation expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">225</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">130</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Insurance expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">166</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">131</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Director fees and expenses</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">138</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">138</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">432</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">225</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">205</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total general and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,052</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,321</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For
the six months ended June 30, 2016, IIG recouped $667 of expense support made
during the three months ended December 31, 2014 in connection with the expense
support and conditional reimbursement agreement. For the six months ended June
30, 2015, IIG recouped $2,429 of expense support made during the three months
ended March 31, 2013, June 30, 2013 and September 30, 2013 in connection with
the expense support and conditional reimbursement agreement. </font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Refer
to the section &#8220;Results of Operations for the Three Months Ended June 30, 2016
and 2015 &#8211; Expense Support and Recoupment of Expense Support&#8221; above for further
details regarding expense support from IIG and AIM.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net investment income totaled $21,305 and $6,637 for the six months ended June
30, 2016 and 2015, 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
continuous public offerings.</font></font></p>

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


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">54</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_59"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net realized gain on investments totaled $699 and $575 for the six months ended
June 30, 2016 and 2015, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The increase in
net realized gain on investments was mainly due to an increase in sale and principal
repayment activity during the six months ended June 30, 2016 compared to the
six months ended June 30, 2015</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">. During the six months ended June 30,
2016, we received sale proceeds of $12,415 and principal repayments of $87,356,
resulting in net realized gains of $699. For the six months ended June 30,
2015, we received sale proceeds of $55,801 and principal repayments of $3,510,
resulting in net realized gains of $575.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
net change in unrealized appreciation on our investments totaled $1,639 and
$2,431 for the six months ended June 30, 2016 and 2015, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This change was driven primarily by a widening of credit
spreads for middle market companies during the six months ended June 30, 2016 that negatively impacted the fair value of
certain investments, compared to a
tightening of credit spreads for middle market companies during the six months
ended June 30, 2015.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net realized gain on the TRS totaled $15,611 and $15,122 for the six months
ended June 30, 2016 and 2015, respectively. The components of net realized gain
on the TRS are summarized below:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=6 valign=bottom width=40% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30,</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2016</font></b></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2015</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">23,267</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,369</font></p>
  </td>
 <td valign=bottom width=9% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Interest and other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(7,042)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(4,515)</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net (loss) gain on TRS loan sales</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(614)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,268</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=39% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,611</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15,122</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
net change in unrealized appreciation on the TRS totaled $7,299 and $2,799 for
the six months ended June 30, 2016 and 2015, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">This change was driven primarily by an increase in the average
size of the TRS and improving conditions in the leveraged loan market during
the six months ended </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2016 </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">compared to
the six months ended </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">June 30, 2015</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">.&nbsp;</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For
the six months ended June 30, 2016 and 2015, we recorded a net increase in net
assets resulting from operations of $46,553 and $27,564, respectively, as a
result of our operating activity for the respective periods. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">55</font></font></p>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&#160;Net Asset Value per Share, Annual Investment Return and Total
Return Since Inception</font></i></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
net asset value per share was $8.79 and $8.71 on June 30, 2016 and December 31,
2015, respectively. After considering (i) the overall changes in net asset
value per share, (ii) paid distributions of approximately $0.3658 per share
during the six months ended June 30, 2016, and (iii</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">)
the assumed reinvestment of those distributions </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">in accordance with our
distribution reinvestment plan then in effect</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">, the
total investment return was 5.23%</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> for the six month period ended June
30, 2016. 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></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Initial
shareholders who subscribed to the offering in December 2012 with an initial
investment of $10,000 and an initial purchase price equal to $9.00 per share
(public offering price net of sales load) have seen an annualized return of
7.28% and a cumulative total return of 28.24% through June 30, 2016 (see chart
below). Initial shareholders who subscribed to the offering in December 2012
with an initial investment of $10,000 and an initial purchase price equal to
$10.00 per share (the initial public offering price including sales load) have
seen an annualized return of 4.13% and a cumulative total return of 15.42%
through June 30, 2016. 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, recorded an annualized return of 3.23% and a
cumulative total return of 11.90%. In addition, 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,
recorded an annualized return of 4.02% and a cumulative total return of 14.97%
over the same period.</font></font></p>

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><img border=0 height=458 id="Picture 1" src="maindocument001x59x0.jpg" width=624></font></p>

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

<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(1) Cumulative performance:
December 17, 2012 to June 30, 2016</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
calculations for the Growth of $10,000 Initial Investment are based upon (i) an
initial investment of $10,000 in our common stock at the beginning of the
period, at a share price of $10.00 per share (including sales load) and $9.00
per share (excluding sales load), (ii) assumes reinvestment of monthly
distributions in accordance with our 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></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">56</font></font></p>


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


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We
generate cash primarily from the net proceeds from our follow-on continuous
public offering and from cash flows from interest, fees 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We
will sell our shares on a continuous basis at our latest public offering price
of $9.95 per share; however, to the extent that our net asset value fluctuates,
we will sell at a price necessary to ensure that shares are sold at a price,
after deduction of selling commissions and dealer manager fees, that is above
and within 2.5% of net asset value per share.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Since
commencing our initial continuous public offering on July 2, 2012 and through
June 30, 2016, we sold 106,020,384 shares of common stock for net proceeds of
$1,081,393 at an average price per share of $10.20. The net proceeds include
gross proceeds received from reinvested shareholder distributions of $64,829,
for which we issued 7,106,399 shares of common stock, and gross proceeds paid
for shares of common stock tendered for repurchase of $15,846, for which we
repurchased 1,758,036 shares of common stock. Since commencing our initial
continuous public offering on July 2, 2012 and through June 30, 2016, sales
commissions and dealer manager fees related to the sale of our common stock
were $61,863 and $30,299, respectively.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
August 5, 2016, we sold 106,322,520 shares of common stock for net proceeds of
$1,084,487 at an average price per share of $10.20. The net proceeds include
gross proceeds received from reinvested shareholder distributions of $67,831,
for which we issued 7,443,323 shares of common stock, and gross proceeds paid
for shares of common stock tendered for repurchase of $19,814, for which we
repurchased 2,207,852 shares of common stock. </font></font><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Since
commencing our initial continuous public offering on July 2, 2012 and through
August 5, 2016, sales commissions and dealer manager fees related to the sale
of our common stock were $62,119 and $30,414, respectively.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
net proceeds from our follow-on continuous public offering will be invested
primarily in cash, cash equivalents, U.S. government securities, repurchase
agreements and high-quality debt instruments maturing in one year or less prior
to being invested in debt securities of private U.S. companies. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of June 30, 2016 and December 31, 2015, we had $32,093 and
$18,892 in short term investments, respectively, invested in a fund that
primarily invests in U.S. government securities.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For a detailed discussion of our TRS, refer to Note 7 to our
consolidated financial statements included in this report.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of June 30, 2016 and August 5, 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 $40,000. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For a detailed discussion of our EWB Credit Facility, refer to
Note 8 to our consolidated financial statements included in this report.</font></font></p>

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">As of
June 30, 2016 and August 5, 2016, our unfunded commitments amounted to $102,593
and $45,093, respectively.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For a
detailed discussion of our unfunded commitments, 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;"><font face=Calibri,sans-serif lang=EN-US style="font-size:12.0pt;line-height:normal;">&#160;&nbsp;</font></p>


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


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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our total investment portfolio includes loans and other securities
on our consolidated balance sheets and loans underlying the TRS. Accordingly,
we treat net interest and other income earned on all investments, including the
loans underlying the TRS, as a component of investment company taxable income
when determining our sources of distributions. The sources of our distributions
for the three and six months ended June 30, 2016 were as follows:</font></font></p>



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

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 <tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=10 valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Three Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=10 valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Six Months Ended</font></b></p>
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 30, 2016</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap
  Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Return Swap
  Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=23% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Net investment income(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,189</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,032</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">18,221</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">95.1%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">20,831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,225</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">37,056</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">97.1%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=23% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Capital gains from the sale of assets(1)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">247</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">946</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.9%</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">699</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">416</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,115</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=23% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border-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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10,888</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8,279</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border-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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">19,167</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">21,530</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">16,641</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">38,171</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:5.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td nowrap valign=top width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=12 valign=top width=97% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">For the three and six months ended June 30, 2016, we estimate
  that we had capital gains of $539 and $463, respectively, classified as
  long-term. The final determination of the tax attributes of our distributions
  is made annually as of the end of the year.</font></p>
  </td>
 </tr>
<tr style="height:2.25pt;">
  <td nowrap valign=top width=3% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=26% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:2.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;line-height:normal;">&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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(2)</font></p>
  </td>
 <td colspan=12 valign=top width=97% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">During the three and six months ended June 30, 2016, the Company
  realized losses of $1,030 in our total return swap portfolio, which are not
  currently deductible on a tax-basis.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For an
additional discussion of our RIC status and distributions, refer to Note 2 and
Note 5, respectively, to our consolidated financial statements included in this
report.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">We do not believe any recently
issued, but not yet effective, accounting pronouncements, if currently adopted,
would have a material adverse effect on our consolidated financial statements.</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Critical Accounting Policies</font></b></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our
consolidated financial statements are prepared in conformity with GAAP, which
requires us to make estimates and assumptions that affect the reported amounts
of assets and liabilities at the date of the consolidated financial statements
and the reported amounts of revenues and expenses during the reporting periods.
Critical accounting policies are those that require the application of
management&#8217;s most difficult, subjective or complex judgments, often because of
the need to make estimates about the effect of matters that are inherently
uncertain and that may change in subsequent periods. In preparing the
consolidated financial statements, we also utilize available information,
including our past history, industry standards and the current economic environment,
among other factors, in forming our estimates and judgments, giving due
consideration to materiality. Actual results may differ from these estimates.
In addition, other companies may utilize different estimates, which may impact
the comparability of our results of operations to those of companies in similar
businesses.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">58</font></font></p>


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


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The value of our assets is determined quarterly and at such other
times that an event occurs that materially affects the valuation. The valuation
is made pursuant to Section 2(a)(41) of the 1940 Act, which requires that we
value our assets as follows: (i) the market price for those securities for
which a market quotation is readily available, and (ii) for all other
securities and assets, at fair value, as determined in good faith by our board
of directors. As a BDC, Section 2(a)(41) of the 1940 Act requires the board of
directors to determine in good faith the fair value of portfolio securities for
which a market price is not readily available, and it does so in conjunction
with the application of our valuation procedures by CIM.</font></font></p>

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

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

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">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;line-height:normal;">&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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&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:normal;">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;line-height:normal;">&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;line-height:normal;">In addition to the foregoing, certain investments for
which a market price is not readily available are evaluated on a quarterly
basis by an independent valuation firm and certain other investments are on a
rotational basis reviewed once over a twelve-month period by an independent
valuation firm. Finally, certain investments are not evaluated by an
independent valuation firm unless the net asset value and other aspects of such
investments in the aggregate exceed certain thresholds. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&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;line-height:normal;">Given the expected types of investments, excluding
short term investments that are classified as Level 1, management expects our
portfolio holdings to be classified as 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></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;line-height:normal;">&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;line-height:normal;">For an additional discussion of our investment
valuation process, refer to Note 2 to our consolidated financial statements
included in this report.</font></p>


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">For 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:normal;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
December 17, 2012, Flatiron entered into a TRS with Citibank. Flatiron and
Citibank have amended the TRS on numerous occasions including the most recent
twelfth amendment on March 22, 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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">On
April 30, 2015, we entered into the EWB Credit Facility with EWB, as amended on
January 28, 2016 and April 21, 2016. See Note 8 to our consolidated financial statements
for a more detailed description of the EWB Credit Facility. </font></font></p>

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

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We
have entered into certain contracts with other parties that contain a variety
of indemnifications. Our maximum exposure under these arrangements is unknown.
However, we have not experienced claims or losses pursuant to these contracts
and believe the risk of loss related to such indemnifications to be remote. </font></font></p>

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

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

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We currently have no off-balance sheet arrangements except for
those discussed in Note 7 and Note 11 to our consolidated financial statements
included in this report.</font></font></p>

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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">60</font></font></p>


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


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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We
are subject to financial market risks, including changes in interest rates. As
of June 30, 2016, 93.2% of our portfolio investments and underlying loans
subject to the TRS paid variable interest rates. A rise in the general level of
interest rates can be expected to lead to higher interest rates applicable to
our debt investments, especially to the extent that we hold variable rate
investments, and to declines in the value of any fixed rate investments we may
hold. To the extent that a majority of our investments may be in variable rate
investments, an increase in interest rates could make it easier for us to meet
or exceed our incentive fee hurdle rate, as defined in our investment advisory
agreement, and may result in a substantial increase in our net investment
income, and also to the amount of incentive fees payable to CIM with respect to
our pre-incentive fee net investment income.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Under
the terms of the TRS with Citibank, we pay fees to Citibank at a floating rate
based 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 of 0.75%
plus 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 June 30, 2016.&nbsp;In addition,
in the future we may seek to borrow funds in order to make additional
investments. Our net investment income will depend, in part, upon the
difference between the rate at which we borrow funds and the rate at which we
invest those funds. As a result, we would be subject to risks relating to
changes in market interest rates. In periods of rising interest rates when we
have debt outstanding, our cost of funds would increase, which could reduce our
net investment income, especially to the extent we hold fixed rate investments.
We expect that our long-term investments will be financed primarily with equity
and long-term debt. Our interest rate risk management techniques may include
various interest rate hedging activities to the extent permitted by the 1940
Act. Adverse developments resulting from changes in interest rates could have a
material adverse effect on our business, financial condition and results of
operations.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
following table shows the effect over a twelve month period of changes in
interest rates on our net interest income, excluding short term investments,
assuming no changes in our investment portfolio, TRS Agreement, or the EWB
Credit Facility in effect as of June 30, 2016:</font></font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:7.5pt;">
  <td nowrap valign=bottom width=9% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=45% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Change in Interest Rates</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Increase in Net Interest
  Income(1)</font></b></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Percentage Change in Net
  Interest Income</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Down 61 basis points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3,959</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Current base interest rate</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Up 100 basis points </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1,124</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">1.2% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Up 200 basis points</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">7,639</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.2% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Up 300 basis points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">14,154</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">15.1% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=7 valign=top width=88% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Pursuant to the TRS, we receive from Citibank all interest
  payable in respect of the loans subject to the TRS and pay to Citibank
  interest at a rate equal to the floating rate index specified for each loan
  (typically LIBOR of varying maturities), which will not be less than zero,
  plus 1.40% per year on the full notional amount of the loans subject to the
  TRS. As of June 30, 2016, 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>
 </tr>
</table></div>



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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
interest rate sensitivity analysis presented above does not consider the
potential impact of the changes in fair value of our fixed rate debt
investments and the net asset value of our common stock in the event of sudden
increases in interest rates. Approximately 4.3% of our portfolio investments
and underlying loans subject to the TRS paid fixed interest rates as of June
30, 2016. Rising market interest rates will most likely lead to fair value
declines for fixed interest rate investments and a decline in the net asset
value of our common stock, while declining market interest rates will most
likely lead to an increase in the fair value of fixed interest rate investments
and an increase in the net asset value of our common stock.</font></font></p>

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">In
addition, we may have risk regarding portfolio valuation as discussed in Note 2
to our consolidated financial statements included in this report.</font></font></p>


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


</DIV>
<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">I<a name=Item4></a><a name="Item4_bclEnd"></a>tem 4.&nbsp;Controls
and Procedures</font></b></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&nbsp;</font></i></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:115%;">Evaluation of disclosure controls and
procedures</font></i></font><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&nbsp;</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In connection with the preparation of
this Quarterly Report on Form 10-Q </font></font><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">for the three months ended
June 30, 2016</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">, we carried out an
evaluation, under the supervision and with the participation of our management,
including our Co-Chief Executive Officers and our Chief Financial Officer, of
the effectiveness of the design and operation of our disclosure controls and
procedures as of the end of the period covered by this report pursuant to Rule
13a-15(b) and Rule 15d-15(b) of the Securities Exchange Act of 1934, as
amended. Based on the foregoing evaluation, the Co-Chief Executive Officers and
the Chief Financial Officer concluded that our disclosure controls and procedures
were effective.</font></font></p>

<p style="background:white;border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In
designing and evaluating our disclosure controls and procedures, we recognized
that disclosure controls and procedures, no matter how well conceived and
operated, can provide only reasonable, not absolute, assurance that the
objectives of the disclosure controls and procedures are met.&nbsp;&nbsp;Our
disclosure controls and procedures have been designed to meet reasonable
assurance standards. Disclosure controls and procedures cannot detect or
prevent all error and fraud. Some inherent limitations in disclosure controls
and procedures include costs of implementation, faulty decision-making, simple
error and mistake. Additionally, controls can be circumvented by the individual
acts of some persons, by collusion of two or more people, or by management
override of the controls. The design of any system of controls is based, in
part, upon certain assumptions about the likelihood of future events, and there
can be no assurance that any design will succeed in achieving its stated goals
under all anticipated and unanticipated future conditions. Over time, controls
may become inadequate because of changes in conditions, or the degree of
compliance with established policies or procedures.</font></font></p>

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

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

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">There
have been no changes in our internal control over financial reporting during
the three months ended June 30, 2016 that have materially affected, or are
reasonably likely to materially affect, our internal control over financial
reporting.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">62</font></font></p>


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


</DIV>
<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">PART&nbsp;II
- OTHER INFORMATION</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a name=Part2></a><a name="Part2_bclEnd"></a><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 1. Legal Proceedings</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">We are not currently subject to any material legal proceedings,
nor, to our knowledge, is any material legal proceeding threatened against us.
From time to time, we may be party to certain legal proceedings in the ordinary
course of business, including proceedings relating to the enforcement of our
rights under contracts with our portfolio companies and other third parties.
While the outcome of these legal proceedings cannot be predicted with
certainty, we do not expect that any such proceedings will have a material
effect upon our financial condition or results of operations.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Item 1A. Risk Factors</font></b></font></p>

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

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">There have been no material changes from the risk factors
disclosed in &#8220;Item 1A. Risk Factors&#8221; of our Annual Report on Form 10-K for the
year ended December 31, 2015.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 2.
Unregistered Sales of Equity Securities and Use of Proceeds</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Our registration statement on Form N-2, as amended, in connection
with our follow-on continuous public offering was declared effective by the SEC
on January 25, 2016 (SEC File No. 333-203683). Our follow-on continuous public
offering commenced on January 25, 2016.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">We did not engage in any unregistered sales of equity securities
during the three months ended June 30, 2016. </font></font></p>

<p style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">The
table below provides information concerning our repurchases of shares of our
common stock during the three months ended June 30, 2016 pursuant to our share
repurchase program.</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total&nbsp;Number of
  Shares Purchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;Average
  Price&nbsp;Paid per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Total&nbsp;Number&nbsp;of
  Shares&nbsp;Purchased&nbsp;as Part&nbsp;of Publicly
  Announced&nbsp;Plans&nbsp;or Programs</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Maximum&nbsp;Number&nbsp;of
  Shares That May Yet Be Purchased Under&nbsp;the Plans&nbsp;or&nbsp;Programs</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">April 1 to April 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">674,428</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.64</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">674,428</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</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-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">May 1 to May 31, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">June 1 to June 30, 2016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;&#160;&#160;&#160;&#160;&#160; Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">674,428</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">8.64</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">674,428</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:1.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">(1)</font></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">A description of the maximum number of shares of our common stock
  that may be repurchased is set forth in a detailed discussion of the terms of
  our share repurchase program in Note 3 to our unaudited consolidated
  financial statements contained in this Quarterly Report on Form 10-Q.</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Item
3. Defaults Upon Senior Securities</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 4.
Mine Safety Disclosures</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 5.
Other Information</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Not
applicable.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&#160;&nbsp;</font></p>



<font face=Calibri,sans-serif style="border:none;">
&nbsp;</font>



<p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Exhibits></a><a name="Exhibits_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">63</font></font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_68"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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


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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;margin-left:0pt;width:100%;">
 <tr style="height:29.25pt;">
  <td valign=bottom width=9% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Exhibit<br>
  Number</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=90% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description&nbsp;of&nbsp;Document</font></b></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Articles of
  Amendment and Restatement of the Articles of Incorporation of C&#298;ON
  Investment Corporation (Incorporated by reference to Exhibit (A)(2) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Articles
  of Amendment and Restatement of the Articles of Incorporation of C&#298;ON
  Investment Corporation (Incorporated by reference to Exhibit 3.1 to
  Registrant&#8217;s Current Report on Form 8-K filed with the SEC on August 27, 2012
  (File No. 814-00941)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">3.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Bylaws of
  C&#298;ON Investment Corporation (Incorporated by reference to Exhibit (B) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Form of Follow-On
  Subscription Agreement (Incorporated by reference to Appendix A to
  Post-Effective Amendment No. 2 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on July 22, 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">4.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment
  Advisory Agreement by and between C&#298;ON Investment Corporation and
  C&#298;ON Investment Management, LLC (Incorporated by reference to Exhibit
  (G)(1) to Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr style="height:45.0pt;">
  <td valign=top width=9% style="height:45.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.2</font></p>
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:45.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="height:45.0pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment
  Sub-Advisory Agreement by and among C&#298;ON Investment Management, LLC,
  C&#298;ON Investment Corporation and Apollo Investment Management, L.P.
  (Incorporated by reference to Exhibit (G)(2) to Pre-Effective Amendment No. 4
  to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC on June
  29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Administration
  Agreement by and between C&#298;ON Investment Corporation and ICON Capital
  Corp. (Incorporated by reference to Exhibit (K)(2) to Pre-Effective Amendment
  No. 4 to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC
  on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.4</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Custody
  Agreement by and between C&#298;ON Investment Corporation and U.S. Bank
  National Association (Incorporated by reference to Exhibit (J) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)). </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.5</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Escrow
  Agreement by and among C&#298;ON Investment Corporation, UMB Bank, N.A., and
  ICON Securities Corp. (Incorporated by reference to Exhibit (K)(1) to
  Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on June 29, 2012 (File No. 333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.6</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Dealer Manager
  Agreement by and among C&#298;ON Investment Corporation, C&#298;ON Investment
  Management, LLC, and ICON Securities Corp. (Incorporated by reference to
  Exhibit (H)(1) to Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on June 29, 2012 (File No.
  333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.7</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">ISDA 2002
  Master Agreement, together with the Schedule thereto and Credit Support Annex
  to such Schedule, each dated as of December 17, 2012, by and between Flatiron
  Funding, LLC and Citibank, N.A. (Incorporated by reference to Exhibit 10.1 to
  the Registrant&#8217;s Current Report on Form 8-K filed with the SEC on December
  19, 2012 (File No. 814-00941)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.8</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Twelfth Amended
  and Restated Confirmation Letter Agreement dated as of March 22, 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 March 23, 2016 (File No. 814-00941)).</font></p>
  </td>
 </tr>
<tr style="height:44.1pt;">
  <td valign=top width=9% style="height:44.1pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.9</font></p>
  </td>
 <td valign=bottom width=1% style="height:44.1pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="height:44.1pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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>
</table></div>



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


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<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;margin-left:0pt;width:100%;">
 <tr style="height:29.25pt;">
  <td valign=bottom width=9% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Exhibit<br>
  Number</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=90% style="border:none;border-bottom:solid windowtext 1.0pt;height:29.25pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Description&nbsp;of&nbsp;Document</font></b></p>
  </td>
 </tr>
<tr style="height:3.5pt;">
  <td valign=top width=9% style="height:3.5pt;padding:0in 0in 0in 0in;">&nbsp;</td>
 <td valign=bottom width=1% style="height:3.5pt;padding:0in 0in 0in 0in;">
  <p style="margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:8.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="height:3.5pt;padding:0in 0in 0in 0in;">&nbsp;</td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.10</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Form of
  Follow-On Dealer Manager Agreement by and among C&#298;ON Investment
  Corporation, C&#298;ON Investment Management, LLC and C&#298;ON Securities,
  LLC (Incorporated by reference to Exhibit (H)(3) to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on April 28, 2015 (File No.
  333-203683)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.11</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Form of
  Follow-On Selected Dealer Agreement (Incorporated by reference to Exhibit
  (H)(4) to Registrant&#8217;s Registration Statement on Form N-2 filed with the SEC
  on April 28, 2015 (File No. 333-203683)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.12</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.13</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.14</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second
  Amendment to Loan and Security Agreement, dated as of April 21, 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 April 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-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">10.15</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">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-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;">10.16</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Limited
  Liability Company Agreement of C&#298;ON / Capitala Senior Loan Fund I, LLC,
  dated as of June 24, 2015, by and between C&#298;ON Investment Corporation
  and Capitala Finance Corp. (Incorporated by reference to Exhibit 10.1 to
  Registrant&#8217;s Current Report on Form 8-K filed with the SEC on June 26, 2015
  (File No. 814-00941)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule
  13a-14(a)/15d-14(a) Certification of Co-Chief Executive Officer.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule
  13a-14(a)/15d-14(a) Certification of Co-Chief Executive Officer. </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">31.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Rule
  13a-14(a)/15d-14(a) Certification of Chief Financial Officer.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.1</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Co-Chief Executive Officer pursuant to 18 U.S.C. &#167;1350, as adopted
  pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.2</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Co-Chief Executive Officer pursuant to 18 U.S.C. &#167;1350, as adopted
  pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">32.3</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="padding:0in 0in 0in 0in;">
  <p style="margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Certification
  of Chief Financial Officer pursuant to 18 U.S.C. &#167;1350, as adopted pursuant
  to Section 906 of the Sarbanes-Oxley Act of 2002.</font></p>
  </td>
 </tr>
</table></div>



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









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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">65</font></font></p>


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


</DIV>
<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">SIGNATURES</font></b></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Pursuant to the requirements of the Securities Exchange Act of
1934, the registrant has duly caused this report to be signed on its behalf by
the undersigned, thereunto duly authorized.</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Date:
August 10, 2016</font></font></p>

<p style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><a name=Sigs></a><a name="Sigs_bclEnd"></a><font face="Times New Roman,serif" style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">C&#298;ON Investment Corporation<br>
(Registrant)</font></font></p>

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

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

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




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<p align=center style="border:none;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;mso-fareast-font-family:Calibri;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">66</font></font></p>


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